While the maritozzi and cooling, whip the heavy cream together with confectioner's sugar to taste (start with 2 heaping Tbs and add more if you want) until it forms stiff peaks.
When the maritozzi have cooled off completely, slit them across, either right down the middle or, for a more traditional look, on a slight angle off center (as pictured). Do not cut all the way through but leave a "hinge"on one side. Open the slit to allow for the filling; just how wide is up to you, but take care not to split the bun in half.
Fill the slits with the whipped cream. (This is best done with a pastry bag if you have one.) Smooth out the whipped cream with a blunt knife so it is flush with the outside of the maritozzi.
Dust the maritozzi with confectioner's sugar and serve.