Their name seems to stem from the cavalli (horses) used for delivering the mail. It is believed that the postal workers who substituted the tired horses with new horses ate the cookies on a regular basis.
The cookies are round and fairly large with an irregular shape. They were once made using only flour, a little sugar, anise seeds and a couple of walnuts.
Today they are made with acacia honey, melted sugar over low heat, mixed with flour, chopped and toasted almonds, minced candied citron and orange, anise, cinnamon, nutmeg, coriander powder and a pinch of baking soda.