There's great gelato all over Italy. Sicily is known for granita (non-dairy ices). There's a fabulous combo I encountered in Noto and at a little granita truck in Catania (maybe outside the train station). It's mostly almond granita with a dab of very intensely flavored coffee granita on top. The coffee stuff is so strong that I can't imagine anyone eating it by itself.
At least in that part of Sicily, people sometimes have brioche + granita for breakfast. Seems a fine idea to me.
I had either lemon or orange granita in Siracusa, bought from a street kiosk. It was refreshing, but I think the stuff from a gelato shop would be better.
Avoid any place where you see bottles of colored syrup that they're just going to pour over plain shaved ice.
Sicily has lots of great-looking pastry shops. I tried things from quite a few of them and was never disappointed. My trick is to avoid places where everything looks like it's full of artificial coloring. (That may be rare in Italy, but it's an important rule in some other countries, including the US.) I think Rick may have written something in one of his books about the locals not being that big on desserts. Sorry; I'm not buying that. When you see a large pasticceria with dozens of choices in an area of Catania nowhere near the train station or the Duomo, they're not hoping to make a living off of tourists' purchases.
Cannoli that are freshly filled should be reliably good. I like marzipan, and that figures in a good number of things you'll see in Sicily (where almonds are grown). The marzipan is often tinted pastel green and may be an outer wrapping--usually pretty visible. I generally just go by looks, though I like coffee-flavored things and sometimes ask about that, since it's not always obvious.
There's a traditional chocolate shop in Modica, mentioned in guidebooks; don't know whether the tour stops in Modica and I'm too lazy to look. It was interesting to see the historic shop and the chocolate was fine. but I thought not exceptional.
This is making me very hungry, so I think I'd better stop here before I hit the vending machine downstairs for an inferior American candy bar.