Mix together 3 cups flour and sea salt in bowl of mixer at moderately low speed, then beat in water.
Gently squeeze a small handful of dough: It should hold together without falling apart. If it doesn’t, add more water 1 teaspoon at a time, beating after each addition and continuing to test.
Continue beating at moderately low speed until dough forms a ball, about 5 minutes (dough will not be smooth).
Halve dough and roll out each half into a rough 12- by 5-inch rectangle (1/4 inch thick) with a rolling pin.
Put dough on a lightly floured baking sheet and cover with plastic wrap.
Set smooth rollers of pasta machine at widest setting.
Feed 1 piece of dough through rollers 6 times, folding in half each time.
Feed remaining piece of dough through rollers in same manner.
Stack both pieces of dough and, using rolling pin, roll together to form 1 (1/2-inch-thick) piece.
Feed dough through rollers 10 more times, folding in half each time.
Fold dough in half crosswise, then fold in half again.
Chill dough, wrapped in plastic wrap, at least 2 hours and up to 8.
Beat together butter and lard in a bowl with mixer until pale and fluffy.
Quarter dough. Keeping remaining pieces covered with plastic wrap, roll out 1 piece dough into a rough 4- by 8-inch rectangle (1/4 inch thick) on a lightly floured surface. Feed rectangle through rollers of pasta machine (dust dough with flour as necessary to prevent sticking), making space between rollers narrower each time, until dough has gone through narrowest setting (dough strip will be about 4 feet long).
Cover strip loosely with plastic wrap.
Feed another piece of dough through rollers in same manner.
Put 1 dough strip on lightly floured surface and trim ends to make even.
Spread 3 tablespoons lard butter evenly over strip with offset spatula.
Gently stretch strip to 9 inches wide with your fingers, moving slowly down length of strip.
Beginning at a short end, carefully and tightly roll up strip, stopping 1 inch before end, then cover loosely with plastic wrap.
Spread other dough strip with 3 tablespoons lard butter and stretch to 9 inches in same manner (do not roll up).
Overlap 1 inch of a short end onto exposed end of first roll, then continue to roll up first roll to form a tight cylinder (about 9 inches long and 2 inches in diameter).
Feed remaining 2 pieces of dough through rollers and make another tight cylinder in same manner. Wrap cylinders well in plastic wrap and chill until firm, at least 3 hours. Chill remaining lard butter.
Bring sugar and water to a boil in a 2-quart saucepan over moderate heat, stirring until sugar is dissolved. Add semolina flour in a slow steady stream, stirring, and cook, stirring, until mixture becomes a thick heavy paste, 2 minutes.
Transfer to a baking sheet and spread 1/4 inch thick. Chill, covered with wax paper, until cold, about 30 minutes.
Tear semolina into pieces and mix in bowl of mixer at low speed to break up. Add yolks, vanilla, sea salt, and cinnamon and beat until smooth. Mix in ricotta and candied orange peel at low speed. Spoon into pastry bag and chill.
Preheat oven to 400°F. Line 2 baking sheets with parchment paper. Remove remaining lard butter from refrigerator.
Working with 1 cylinder at a time, trim about 1/2 inch from each end, then cut cylinders into 3/4-inch-thick slices (about 12). Lay 1 slice flat on work surface and gently flatten into a 4-inch round with heel of your hand, starting in center and smearing out in all directions.
Form round into a cone:
Carefully scrape round off work surface with a knife or metal spatula. Put your thumbs underneath round and first two fingers of each hand on top, then gently push center upward with thumbs and simultaneously pull side downward with fingers, keeping layers overlapping slightly (imagine a collapsible travel cup).
Cupping cone in palm of your hand, pipe in about 3 tablespoons filling. Pinch edges of dough together to seal and put pastry on a baking sheet. Form and fill more sfogliatelle in same manner with remaining slices and remaining cylinder.
Brush sfogliatelle with some lard butter. Bake in batches in middle of oven (keep second batch covered with plastic wrap while first bakes), brushing with remaining lard butter twice during baking, until very crisp and golden brown, about 30 minutes total. Transfer pastries to a rack to cool slightly, then serve.