These crisp cinnamon cannoli shells are filled with a combination of roasted hazelnuts, milk chocolate, mascarpone and ricotta.
Sift the flour, sugar and cinnamon into the bowl of a stand mixer fitted with the paddle attachment. Add the baking fat and work in on slow speed until combined, then make a well. Combine 1 whole egg plus 1 yolk, the Marsala and the vinegar in a small bowl, then pour into the well. Mix to a firm dough.
Turn out the dough onto a lightly floured worktop and knead for 8–10 minutes, until smooth and pliable. Wrap in cling film and leave to rest for 30 minutes.
Meanwhile, make the filling. Blitz the hazelnut butter and the chopped chocolate in a food processor to a smooth paste. Spoon the mascarpone and ricotta into a mixing bowl and stir well. Add the hazelnut mixture and mix thoroughly. Cover and chill.
Divide the dough into 6. Take 1 portion, flatten it, and run it through the widest setting on a pasta machine. Fold it in 3 and re-roll, then fold and roll again. Reduce the setting to the next widest and run the dough through. Repeat, reducing one notch at a time, until the dough is as thin as it can be, then lay the strip of dough out along a lightly floured worktop. Repeat for all the dough portions.
Use a floured cutter to stamp out discs from the dough until you have at least 24 discs (allow for breakages).
Heat the oil in a deep-fat fryer to 180°C/350°F. Roll 1 disc around a cannolo tube and fix the join with a dab of beaten egg white – don’t let the egg white touch the tube or the dough shell will be hard to remove. Use tongs to lower the tube into the oil and fry for 1 minute, or until crisp and golden. Remove, cool on a wire rack lined with kitchen paper, then, when cool enough to handle, ease the tube out of the shell. This is your trial cannolo. Use it to test the method.
Cook the cannoli in batches of 3, making sure the oil comes back up to temperature each time.
To decorate, melt the chopped chocolate in a bowl over a pan of simmering water. Remove from the heat and stir until the chocolate is smooth. Put the chopped nuts in a dish. One at a time, dip both ends of each cannolo in the melted chocolate and then in the nuts. Put aside to set.
Fill the cannoli just before serving. Transfer the filling to a piping bag, snipping a 1.5cm opening at the end. Pipe the filling into both ends of each cannolo, filling all the way through. Dust with icing sugar and serve.