This sounds like two possible things that I know, though there may be others.
One is Zeppole di San Giuseppe (tzep'-po-leh dee sahn joo-zep'-peh) made on st joseph's day. They are basically choux dough (cream puff pastry) fried rather than baked, and filled with pastry cream. However these are not generally sticky, though i guess they sprinkle powdered sugar on top which might melt and become so. I like these if the pastry cream is good.
The other is Cicerchiata (chee-cher-kyah'-tah) or Struffoli (stroof'-fo-lee) and probably have other names as well. This is a carnevale (mardi gras) sweet (to use up the grease in the house before lent). But they are not filled with cream. On the other hand they're sticky (they have some kind of sticky syrup that holds them all together (it's like a pile or ring of chick-pea shaped balls, made of rolled-out snakes of pasta frolla and cut into small pieces, fried and then rolled in the syrup, maybe made of honey, and stuck together). I think cicerchiata comes from ceci (chickpeas) though it could come from cerchio (circle) since they are often pressed into a ring shape. Usually little non-pareils are strewn on top and some pieces of candied orange peel. (I really don't see the point of them, they dont; taste like much).
Oh, right, and another is sometimes filled with cream, also for carnevale, and are called Castagnole (cah stah NYO leh). These are (to my taste) pretty awful, just greasy balls about the size of a chestnut (castagna) from which their name, and are just balls of cakey dough that are fried, but not good like doughnuts, to my taste.
Ok, so three things.
.
