Giao Italio has a fabulous recipe on How to Make an Italian Wedding Cookie Cake, obviously they have extensive experience and are kind enough to share their recipe online.
Traditions surrounding Italian weddings vary from region to region and town to town. One that has descended from my southern Italian heritage is the wedding cookie cake, thought to have originated around Naples. A wedding cookie cake (shown on the jacket) consists of layer upon layer of a variety of cookies arranged in a pyramid, held together with icing, and decorated with candy, ribbons, and flowers. Making one is not difficult, if certain procedures are followed to ensure success.
You will want to make a variety of cookies so that the cake has many different layers, although layers can be repeated. I have suggested cookies that have worked well for me. Most of these cookies can be made up to a month ahead and frozen until the day before the wedding, when the cake is assembled. If you make the cookies ahead, freeze them carefully in single layers between wax paper or plastic wrap, and place them in airtight containers, not plastic bags. If the recipe is for a frosted cookie,frost as directed after baking and let the frosting dry completely before storing the cookies between layers of wax paper for freezing.
The Pasta Ciotti (Custard Tarts) cannot be frozen, but should be made the day before assembling the cake. Keep the tarts covered in the refrigerator after they cool.
In addition to the cookies, you will need white and green sugar-coated almonds, the traditional color for the bride and groom, narrow pastel-colored ribbons for streamers, and a nosegay or bridal top ornament. To hold the cookies in place, you will need to use "icing glue," which is just confectioners' sugar and a little milk mixed to a thick frosting consistency.
Build the cake on a decorative round dish or tray. I often use one sixteen inches in diameter, but smaller or larger trays can be used. The larger the tray, the more a flat pyramid effect will be produced. How large you make the cookie cake is a matter of choice, depending on the number of wedding guests. For a sixteen-inch tray, I recommend making about eight different types of cookies. Some of the cookies I use in my cookie cake are Chocolate and Black Pepper Cookies, S Cookies, Anise Cookies, Sesame Cookies, Marriage Cookies (recipe included), Almond Cookies, Sicilian Fig Cookies and Little Custard Tarts. (I usually put about eleven layers of cookies on a sixteen-inch tray.)
Use firm cookies, such as biscotti,for the bottom layers. The more delicate cookies should be used for the to players. Arrange the biscotti on their sides on the tray, making sure the entire surface is covered. I like to have the ends of the biscotti protrude just a bit over the edge of the tray.
Build the second layer using a different kind of cookie, or a mixture of cookies, and continue building until you have a pyramid. For a sixteen-inch tray, the cake should be at least twelve-inches high, without the bridal ornament or flower nosegay at the top.
As you build the layers, use the icing glue to anchor the cookies in place by dabbing just a bit of frosting on the bottom of each one. This is important, especially if the cake is to be moved any distance.
For the finishing touches, insert white and green almonds between the cookies all around the cake. Make ribbon streamers for the cake and place a nosegay of wedding flowers at the top. I leave an indentation at the top of the cake for the flower stems.
At the wedding reception, position the cookie cake next to the wedding cake, and post a graceful sign that asks guests to make their selections starting at the top, not the bottom of the cake- although with the icing holding the cookies in place, there is little fear that it will fall like the tower of Babel!
At a traditional southern Italian wedding, the wedding party surrounds the cake table in a circle and dances the tarantella before the guests begin eating the cookies. Many times the cookie cake gets more attention than the wedding cake itself. The best thing, of course, is that the tradition lives on." via Giao Italio as featured on PBS.