- Make shells: Mix flour, sugar, and cinnamon together in a medium bowl. Cut in shortening until crumbly. Make a well in the center and add Marsala wine, water, vinegar, egg, and egg yolk. Mix with a fork until the dough becomes stiff, then finish kneading it by hand on a clean surface, adding a bit more water if needed for about 10 minutes. Cover with plastic wrap and refrigerate for 1 to 2 hours.
- Divide cannoli dough into three balls; flatten each one just enough to get through the pasta machine. Roll a ball of dough through successively thinner settings until you have reached the thinnest setting. Dust lightly with flour if necessary. Place the sheet of dough on a lightly floured surface. Using a cutter or large glass, cut out 4 to 5-inch circles. Dust the circles with a light coating of flour. This will help you later in removing the shells from the tubes. Roll dough around cannoli tubes, sealing the edge with a bit of egg white. Repeat with remaining dough balls.
- Heat oil in a deep fryer or deep skillet to 375 degrees F (190 degrees C).
- Fry shells on the tubes in hot oil, a few at a time, until golden, about 2 to 3 minutes. Use tongs to turn as needed. Remove shells carefully using tongs, and place them on a cooling rack set over paper towels. Cool just long enough that you can handle the tubes, then carefully twist the tube to remove the shell. Using a tea towel may help you get a better grip. Wash or wipe off the tubes, and use them for more shells. Cooled shells can be placed in an airtight container and kept for up to 2 months. You should only fill them immediately or up to 1 hour before serving.
- Make filling: Mix ricotta cheese and confectioners’ sugar together in a large bowl until well combined. Fold in chocolate and lemon zest. Transfer mixture into a pastry bag and pipe into shells, filling from the center to one end, then doing the same from the other side. Dust with additional confectioners’ sugar to serve, if you like.
TipsCannoli tubes are crucial for this recipe; ask your local Italian grocer where you can get them. Many kitchen stores carry them. They are hollow, stainless steel, and measure 6 to 8 inches long.Having a few people on cannoli duty helps keep the process moving along, with one person rolling and cutting, one person dusting and placing onto metal tubes, and one person frying the shells and removing the tubes. If you have 8 tubes on hand, the process will go well.Orange zest, lime zest, or chopped candied citron can be used in place of the lemon zest in the filling. Other variations include using small chocolate chips, maraschino cherries, or dipping the ends of cannoli in chopped pistachios.
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