Read the whole name
Pecorino is a broad family name. Pecorino Siciliano DOP identifies a protected cheese with its own production specification. If that is what you want to taste, look for the full designation and ask to see the producer’s label. A handwritten “pecorino” sign alone tells you much less.
Make a small comparison
Ask for two different maturities, where available. Taste the milder cheese first and keep accompaniments simple. The point is to notice texture as well as flavour: how easily does it cut, and how long does the taste stay after swallowing? Water and bread are enough between tastes.
Buy for the meal you have planned
Tell the seller whether you want a table cheese, something to grate, or a gift to take home. Those are different requests. Ask for storage guidance and keep the original label: it is a better souvenir of the producer than a photograph of an anonymous market wheel.
A note for your visit: stock and market activity change. Ask locally; this guide does not guarantee a particular vendor, price or opening time.