There is a theme with some Day of the Dead treats to be a bit literal – and usually that involves some form of bones! Pan de muerto is demarcated with a crisscross of bones on the top and ossi dei morti literally look like white, powdery bones! Spanish “saints bones” (huesos de santo) follow this trend, and are a bone-like, tubular marzipan with an egg yolk filling (sometimes squash). Maybe that filling is supposed to resemble bone marrow (cool! gross!)? Spain Recipes, Blue Jellybeans and The Spruce have recipes to DIY your own saints’ bones. These cookies originate from Madrid and have a history that stretches all the way back to the 17th century! Along with panellets and buñuelos, you’ll find these typical treats in many Spanish bakeries.
From Spain Recipes: Some accounts attribute their origin to 17th century Madrid, a theory that’s supported by their mention in Francisco Martínez Montiño’s cookbook, Arte de Cozina, Pastelería, Vizcochería y Conservería (The Art of Cooking, Pastries, Cakes and Preserves). Written in 1611, the book states that these sweets were “made to commemorate all the Saints and all the dead at the beginning of November”.