If you come to Siena and wish a sweet break, I strongly suggest to imitate the Siena inhabitants and go by Nannini Cafè Costa D’Oro for tasting some typical siennese specialities: Ricciarelli, Panforte, Cantucci and Cavallucci.
Ricciarelli are soft mandel biscuits
Cantucci are hard biscuits with entire mandels
Cavallucci are semi-hard biscuits with nuts and spices
Panforte is a big medieval cake (you ask for a slice) with various spices, candied fruits, almonds, honey
Bar Conca d’Oro
Via Banchi di Sopra, 24