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Court St. Bakery in Brooklyn is probably the best one.
But in Manhattan I am pretty sure DeRobertis carries it around Easter time. Other places to try are the usual suspects Veniero's, Rocco's, Bruno Bakery.
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Veniero's
342 E 11th St, New York, NY 10003Bruno Bakery
506 LaGuardia Pl, New York, NY 10012