Here’s an interesting question. As mentioned below, lard is traditional for this type of rolled laminated dough. That’s probably because pig fat has traditionally been cheap and available in places where you find sfogliatelle and Murcian meat pies: Italy and Spain. The question is: will other types of fats work for this dough? My feeling is they will. Butter should work great even though it’s about 15% water (lard by contrast is only about 1% water). As we pastry makers know, butter works well with other types of laminated doughs, though the lower moisture Euro-style and “dry” butters are generally preferred. Why? Because more moisture means wetter dough layers, which tend to stick together instead of separate. In my research I’ve found recipes that call for a mix of lard and butter which I think is a terrific idea. That way you’d get good layer separation without too much “piggy” taste, assuming that’s a problem. It isn’t for me.
Shortening would work also I would think, though its higher melting point would probably make the dough a little harder to work with. One reader asked if ghee would work for sfogliatelle. My feeling is it wouldn’t for the same reason that liquid fats can’t be used for other types of laminated dough: it would soak into the pastry. Anyway, such is my thinking at this early stage of the game!