Make the shell dough

1. Combine the flour, sugar, cinnamon and salt in a medium sized bowl. Add the cubed butter and use a pastry cutter or fork to cut it into the flour mixture. When the butter pieces are about the size of peas, use your fingers to continue working the butter into the flour until the butter is evenly distributed. Form a well in the middle of the mixture and set aside.
2. In a small bowl, beat the egg. Add the egg, wine, water and vinegar to the well in the flour mixture. Stir mixture together with a fork. It’ll look a little shaggy at first and then start co come together. Switch to using your hands and help the dough form a cohesive ball, kneading it together in the bowl.
3. Pour the dough out onto a lightly floured countertop or work surface and knead it. Use the heel of your hand to push the dough away from you, then fold it back onto itself. Repeat, adding more flour as needed to prevent sticking, until the dough is cohesive, elastic and soft. The texture of the ball of dough may look a little rough. It will smooth out as it rests.
4. Wrap the dough in plastic wrap and refrigerate for at least 2 hours and up to 24 hours.

Make the filling

1. Add the drained ricotta, mascarpone cheese and powdered sugar to a medium size bowl and gently fold together until well combined. Don’t over mix. Mascarpone cheese can start to break down if it’s over mixed and then it won’t firm back up as well.
2. Cover and chill in the fridge for 2-3 hours, while you finish making the cannoli shells.

Create the shells

1. Grease the cannoli mold with a little vegetable or spray them lightly with non-stick baking spray. Set aside.
2. Remove the dough from the fridge and cut in half. Wrap one half back up in the plastic wrap and set aside.
3. Place the other half on a lightly floured countertop or work surface and lightly dust with flour. Roll it out, dusting with more flour as needed, to prevent sticking. The dough may spring back at you, but keep rolling it out, adding flour as needed. Sometime a light dusting of flour before rolling and can help it not spring back so much. Once it’s rolled out to about 1/8-inch thick, use a 4 or 4 ½ inch round cutter to cut out as many circles as will fit. Place the circles under a layer of clear wrap. Gather the scraps, wrap and set aside.
4. Repeat the rolling process with the second half of the dough. Be sure to keep all the circles that have been cut under a layer of clear wrap to prevent them from drying out. You may notice that they spring back and get much smaller than they were when you cut them out. That’s ok.
5. Combine the scraps from the two batches of dough and repeat the rolling process 1-2 more times, until you’ve used it all or have about 25 shells.
6. Let the covered circles sit for about 10 minutes, so that the dough can relax. By the time you’re done cutting them all out, the first ones that were cut may have been sitting long enough.
7. Working one circle at a time, re-roll each circle, dusting with flour as needed, until it reaches its original size. After resting for about 10 minutes, it shouldn’t spring back so much and you should be able to get it to that size. You can try to roll it out and keep its round shape, but if it doesn’t stay round you can use use your round cutter and re-cut the circle.
8. Again, working one circle at a time, place a cannoli mold down the middle of the dough round, then bring one side up and over so that it’s resting on the mold. Brush the edge on the mold with the beaten egg white, then fold the opposite side of the dough up and over the mold, pressing into onto the eggy surface so that they overlap. Set aside while you work on the rest.
9. While you form the shells, heat up the oil. Pour the vegetable oil into a large Dutch oven or deep skillet so that you have about 2-3 inches of oil. Clip the candy thermometer to the side of the pot and heat over medium-high until the oil is at 375°F. Reduce heat to medium and continue to heat. Line a baking sheet with paper towels.
10. Use a pair of tongs to add the shells to the hot oil, 2-3 at a time. You want the shells fully covered by the oil. Fry the shells until the dough blisters and begins to turn golden, about 1-2 minutes. Use the tongs to grab the mold and remove the hot shell from the oil. Place on the paper towel lined pan to cool. Keep an eye on the oil temperature and adjust the cooking temperature as needed to maintain around 375°F.
11. Allow the shells to cool for a minute, then very carefully remove the molds and allow the shells to cool completely.
12. If coating the ends of the cannoli shells in chocolate, melt the chocolate and dip the ends of the shells into the chocolate, gently shaking off the excess. Set on parchment paper to cool completely.
13. To fill them, grab the filling from the fridge and add it to a piping bag or Ziplock bag. Snip off the corner, about an inch long, and pipe the filling into the cooled cannoli shells. You’ll want to pipe from the ends, piping from the middle out on one side, then repeat on the other side. If decorating the ends, add that now. Dust with powdered sugar and serve.
14. Store leftovers in an air-tight container in the fridge. The shells will soften over time, staying crispy for only about an hour. You can also freeze them in an air-tight container for up to a month. Thaw them in the fridge before using, to keep the shells from getting too soggy. You can also freeze the shells un-filled.