Hi Bob,
I think I have had what you are describing and have looked everywhere and asked around. Seems like there are several Spanish versions and a very popular (here anyway) Neapolitan version called Struffoli (which may or may not be how it made it to Spain) but apparently this is a very oooold dish possibly originating in Greece. In any case, I found a few recipes which will I will attach below in case you are interested. I cannot vouch for them as I have yet to try them but maybe this is what you are looking for. Better late than never!!
Roscón de piñonate
Ingredientes :
3 huevos
1 cascarón de aceite frito
3 cucharadas de azúcar
1/4 kg. de miel
1 cucharadita de canela
150 grs. de almendras
harina la que admita
un poquito de sal
ralladura de limón
Se baten las yemas con el azúcar hasta que quede una masa compacta, se le añade la ralladura de limón, la canela, la sal y poco a poco las claras batidas a punto de nieve dura, después se le mezcla la harina con cuidado de que la pasta quede muy tierna y se trabaja con cuidado con las manos untadas de aceite. Una vez bien amasada se hacen cordones de pasta y se prepara una sartén con aceite abundante. Cuando el aceite esté frito se van cortando las tiras con unas tijeras sobre la sartén y cuando están doradas se sacan hasta que se fría toda la masa. Aparte se pone al fuego la miel y cuando esté bien derretida se echan en ella los trozos fritos y se les da vueltas, con cuchara de madera, hasta que toda la miel se haya embebido. Se vuelca sobre una fuente y con las manos mojadas se le da forma de rosca. Se adorna con almendras y anises salpicados.
Struffoli (or Pignolata)
3 1/2 cups all-purpose flour
6 egg yolks
6 eggs
Grated zest of 1 lemon and 1 orange
1/2 teaspoon kosher salt
1 tablespoon limoncello
4 cups canola oil, for frying
2 cups honey
Juice and zest of 1 lemon
Confectioners' sugar, for dusting
Candied orange or lemon peel or sprinkles, for garnish (optional)
In a mixer bowl, combine the flour, egg yolks, egg, zests, salt, and limoncello and mix well to form a firm dough, 8 to 10 minutes. Refrigerate for 30 minutes. When the dough has rested, remove from fridge and cut into golf ball-size pieces. Roll each golf ball into a 1/2-inch-thick dowel and cut each dowel into 1/2-inch pieces. Roll each piece between palms into a ball. Repeat with the remaining dough.
Heat the oil in a 12- to 14-inch skillet with at least 3-inch sides to 375 degrees F. Drop balls in to cover about half of the surface of the oil and cook until dark golden brown. Use a spider or slotted spoon to turn them regularly; they will puff up while cooking. Remove when cooked to a tray covered with paper towels and drain well. This should make at least five batches, so be patient.
When all of the struffoli are cooked, heat the honey, lemon juice, and zest together in a wide 6- to 8-quart saucepan until quite warm, about 150 degrees F, and substantially thinner. Add the struffoli and stir carefully until well coated. Remove from heat and allow to cool 5 minutes in the pan, stirring regularly.
Pour out onto a large serving tray in the form of either a pyramid or a ring.