My dear friend took me to a tiny hole in the wall Italian Bakery in Manchester, CT yesterday for what was the BEST connoli I've ever had.
This place has no sign above the door but their hours are posted on the door. There's not a huge selection of treats (say compared to Mozzicatos in Hartford) but ask for a connoli and they fill it fresh in the back...and they are so light and excellent...I guarantee you'll be back.
Also while we were there, people were popping in there left and right to pick up breads and such.
207 SPRUCE ST, (860)-643-7956.