These mantecado de yema (lard and egg yolk biscuits) were some of the goodies baked by the cloistered nuns! Apparently, I read on TripAdivor that many nuns in the convents of Madrid earn their living selling pastries. Their recipes come from the times of the Romans and Moors, which they have preserved over the ages. Unfortunately many convents are closing because they have fewer nuns. But buying sweets from them will definitely help them.