sweet stones of Perosa
There's a couple of options. I've never heard of "sweet stones of Perosa", but if the recipe actually goes back many years then it's likely it originally used extremely thin silver (or other metal) foil, stuck to the buns and then baked.

Those pictures don't look like edible foil, though. The silver is attenuated at the sides. That makes me think they're using spray-on silver food coloring (basically edible spray paint).

In either case, the coloring is likely applied before baking, and as the buns puff up the colored area cracks, making the buns look rocky rather than just silver.