Pignoli cookies in the Raleigh-Durham-Chapel Hill Region?
I am assuming you want these as a gift? I'd be happy to make some right here (I am stuck at home after having surgery and am SO. BORED.) The only catch is that you'd have to come to my house in Hillsborough (or someplace nearby) to pick them up since I'm not up for a lot of driving yet.
I believe Southern Season carries them in some form. I'd be surprised if Capri Flavors doesn't have them too. Cafe Buongiorno has them, but they may be overpriced. Check Whole Foods too sometimes they have surprising things but look carefully. Roma's may be able to lead you in the right direction. Lastly, I'd see if Giacomo's in Greensboro has them. I think they do but it may rotate with other things.
3607 Falls River Ave, Raleigh, NC 27614
We don't really have Italian bakeries, per se, around here and I'm not aware of any bakeries who make pignoli cookes. I've resorted to baking most of my own Italian cookies. If you decide to break and bake your own give me a shout and I'll either e-mail or post a reliable recipe on the Home Cooking board.