Palombo Pastry Shop (26 Chatsworth Ave, Larchmont, 914-834-8104) opened its doors a few months ago, but the Palombo family has been churning out classic Italian desserts like cannoli, mini pastries, biscotti, gelato, and pignoli cookies since 1897; the clan’s first bakery was located in Esperia, Italy, a small town 50 miles south of Rome. Paul Palombo owns five bakeries in the Bronx; this is his first Westchester branch. Prices range from $1.25 to $3.75 for individual sweets and $10 to $18 for by-the-pound items.