I think I know what you are looking for. My grandmother makes our family and Italian Easter cookie called a Cududua (sp-???). Our family is from Sicily so this could be it.

The way we make them is in a horseshoe shape with the egg in the middle and tips slit. Here is the recipe:

CUDUDUA (ITALIAN EASTER COOKIES)

6 eggs - well beaten
1/2 pound butter or oleo (margarine) (melted, then cooled)
1 1/2 cups of granulated sugar (my grandmother uses 3/4 cup of sugar)
2 TBSP of Baking Powder
2 TSP of Vanilla Extract (Pure)
Shake of Cinnamon
4 1/2 cups of sifted flour (more or less)
Some colored hard-boiled or blown Easter Eggs

Beat eggs until yellow and frothy (very well), then add a shake of Cinnamon. Add Vanilla, Cinnamon, Sugar (a little at a time - make sure it is dissolved before adding flour). Add melted butter after it has cooled. Add Flour and Baking Powder. Add enough flour so that soft but not sticky. Let dough rest for an hour in refrigerator (or table - can be room temp).

Heat oven to 375.

Take piece of dough out (about the size of a apple), roll into cylinder with hands while leaving the center thicker. Press center down with heel of your hand (this is for the egg). Place on cookie sheet, then put Hardboiled egg (or blown egg) in that spot. Place two small strips of dough (like a cross) on top of egg to hold it to the cookie. Prick the top of the dough and slit the tips for decoration.

Bake in 375 for 10 minutes until light Golden (make sure they are not too brown). Be careful taking out of oven because the cookies are delicate.

You can also make any design you want. My grandmother also makes smaller cookies by rolling into a 3/4 inch cylinder and cutting into 1 1/2 pieces. She also sometimes frosts them with a basic powder sugar frosting.

Now they are ready to be enjoyed by dunking in Milk, Tea, Coffee, and some people dunk in wine (yuck!)

Good Luck!