Caravaca egg-yolk sweets Food and drink · Caravaca de la Cruz, Noroeste, Murcia Image of Caravaca de la Cruz, not of the place itself. A sweet made only with fresh egg yolks and sugar cooked to the thread stage, kneaded and coated; they are eaten in small mouthfuls and are, along with marzipan and alfajor, the baking most tied to the city of the Cross. Photo: Ugo Cuesta (CC BY-SA 3.0) What to see and do in Caravaca de la Cruz