Do you mean individual sfoglia (aka sfogliatelle aka lobster tail pastries), or a sfoglia cake, made with a sfoglia base?
North Pole Bakery is an Italian bakery on the Danforth, and they might sell Sfolgia and make Sfolgia cakes. I'd call and check. I'm not aware of any Italian desserts being sold anywhere near the Financial District.
Google found this pastry shop in Woodbridge that makes cakes with a sfogla base:
Also looks like Nino D'Aversa (also in Woodbridge) also makes cakes with a sfolgia base.
Sometimes individual sfolgia are available at Riviera Bakery on College Street. They might also make sfolgia cakes if you order them in advance.
Novecento on St. Clair West sell sfolgia, but I'm not sure if they sell sfolgia cakes. http://www.novecentocaffe.com I would think some bakeries on St. Clair W would make sfolgia cakes.
Before trekking to any bakery, I'd call them to make sure they have it the day you're interested in picking some up.
North Pole Bakery
1210 Danforth Ave, Toronto, ON M4J, CA