The pastry is made of many, many thin layers of dough. The cook rolls it out, brushes it with fat, folds it, rolls it out again, brushes it again, folds it again - over and over. By the time it goes in the oven, there can be hundreds of paper-thin layers. When it bakes, those layers puff up and make the famous flaky crunch.
Almost every village in Malta has a 'pastizzeria' - a small shop that does nothing else but bake and sell pastizzi all day. People stop by on the way to school, on the way home, between errands, or just because they walked past and the smell of warm pastry was too good to resist.
Pastizzi are very, very cheap - usually a few cents each. That is one reason they are so loved. Children can buy one with their pocket money. Grown-ups buy a paper bag full to share at work. They are warm, filling, and quick to eat with your fingers.
Lots of cultures around the world have a 'flaky pocket snack' like this. In Greece you'd find spanakopita. In Turkey, b枚rek. In Britain, sausage rolls. In France, croissants. Pastizzi are Malta's own version, and people would tell you (politely but firmly) that they are the best.