It is possible to buy these pastries frozen. They are made by an outfit called Ferraras (the same Ferraras that is on Mulberry Street in Little Italy, NYC). They heat up fairly well, but are not as good as freshly made. They do nicely, however, in a pinch. My local Italian market in Washington DC sells them frozen by the piece for $1.50.
Perhaps a web search would reveal a mail order source. (Better yet, someone should establish contact with a maker in Naples, and import them frozen for finishing here.)