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Ingredients
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Shells (makes about 10–12 shells)
Filling (Ricotta filling)
Method
Shells (makes about 10–12 shells)
Make dough: In a mixing bowl, whisk together flour, sugar, and salt. Add cold butter pieces and cut them into the flour with a pastry cutter or fingers until mixture resembles coarse crumbs.
Combine liquids: In a small bowl, whisk together marsala wine, egg yolk, and vinegar. Pour liquids into the flour mixture and stir with a fork until dough starts to come together. If dough seems too dry, add cold water 1 teaspoon at a time until it forms a cohesive, slightly stiff dough.
Knead and rest: Turn dough onto a lightly floured surface and knead 6–8 times until smooth. Flatten into a disk, wrap in plastic, and refrigerate for at least 30 minutes (up to 2 hours).
Prepare frying oil and molds: Pour oil into a heavy-bottomed pot to a depth of about 2 inches (roughly 3–4 cups depending on pot). Heat oil to 350°F (175°C). Lightly brush cannoli forms or metal tubes with oil so dough won’t stick.
Roll and cut shells: On a lightly floured surface, roll dough very thin, about 1/16 inch (as thin as possible without tearing). Using a 3 1/2–4 inch round cutter (or a rim of a bowl), cut circles. Re-roll scraps and cut until all dough is used.
Wrap shells on forms: Wrap each circle around an oiled cannoli form, overlapping edges by about 1/2 inch. Seal edge with a little beaten egg white or a dab of water to hold shape.
Fry shells: Carefully lower 2–3 wrapped forms into the hot oil (do not overcrowd). Fry shells 2–3 minutes, turning once, until golden brown and crisp. Using tongs, hold the shell on the form for 10–15 seconds after removing from oil to help set shape, then slide shell off the form and drain on a wire rack lined with paper towels.
Cool: Let shells cool completely on a rack. Once cool, dust with powdered sugar if desired. Keep shells in an airtight container for up to a day before filling to remain crisp.
Filling (Ricotta filling) — make while shells cool
Drain ricotta: Place ricotta in a fine-mesh sieve or cheesecloth set over a bowl and refrigerate for at least 1 hour, or press gently to remove excess whey. Well-drained ricotta yields a firmer filling and less weeping.
Sweeten and flavor: In a bowl, combine drained ricotta, powdered sugar, and vanilla. Stir or gently fold until smooth. For a silkier texture, beat with a hand mixer on low for 30–45 seconds.
Optional lighten: If you prefer a lighter, creamier filling, whip the heavy cream to soft peaks and fold into the ricotta mixture.
Add mix-ins: Fold in orange zest (if using) and mini chocolate chips, reserving a few chips for decorating ends.
Chill: Transfer filling to a piping bag or bowl, cover, and chill at least 30 minutes to firm up slightly before filling shells.
Fill shells
Right before serving, pipe or spoon filling into cooled shells from both ends (or fill one end and leave the other open depending on preference). Overfill slightly so the filling peaks at the ends.
Garnish and serve: Dip the filled ends in extra mini chocolate chips, chop pistachios, or candied fruit as desired. Dust lightly with powdered sugar and serve immediately. Eat within a few hours for best crispness; filled cannoli will soften after time.