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With apologies to Hannibal Lecter, these are merely sponge cakes in a delicate fingerlike form.
Because these biscuits are dry, they're best soaked in something. That's how they're used these days in tiramisu and also how they're used in this 1820 poem by John Keats:
"Fetch me that Ottoman, and prithee keep / Your voice low," said the Emperor, "and steep / Some lady's fingers nice in Candy wine"