Homemade lemon curd is the perfect contrast for these cannoli, made with a touch of cocoa and finished with crushed homemade digestive biscuits and melted white chocolate.
Start the cannoli. Sift the flour, sugar, cocoa and cinnamon into a large bowl and mix well. Rub in the butter until the mixture resembles fine crumbs. Make a well, add the Marsala and 1 tablespoon of water and mix to a firm dough.
Turn out the dough onto a lightly floured worktop and knead for about 5 minutes, until smooth and pliable. Wrap in cling film and leave to rest for 30 minutes.
Make the lemon curd. Put the sugar, butter, and lemon zest and juice into a large heatproof bowl suspended over a pan of simmering water. Stir until smooth and melted, then remove the bowl from the pan.
Strain the beaten eggs into the lemon mixture, stirring continuously, then put the bowl back on the pan of simmering water and stir until the mixture thickens to coat the back of a spoon (don’t let it boil).
Remove from the heat and transfer the curd to a clean heatproof bowl to cool, then cover and chill until cold and set.
For the cheesecake filling, beat together the mascarpone and cream cheese in a bowl, then cover and chill.
Make the biscuits. Combine the flour, oats, sugar, baking powder and salt in a large bowl. Rub in the butter. Add enough milk until you have a soft but not sticky dough.
Turn out the dough onto a lightly floured worktop and knead for a few seconds, then flatten to a thick disc. Wrap in cling film and chill for 10 minutes. Heat the oven to 180°C/160°C fan/350°F/Gas 4.
Unwrap the dough and roll out to 3mm thick. Stamp out 5 rounds with the 8cm plain cutter and arrange slightly apart on the lined baking sheet. Prick the rounds with a fork and chill for 15 minutes.
Bake the biscuit rounds for about 11–14 minutes, until lightly coloured. Leave to cool and firm up for a couple of minutes, then transfer to a wire rack to cool completely while you continue with the cannoli.
Divide the cannoli dough into 4, take 1 portion and re-wrap the others. Flatten the portion to a thick disc and run it through the widest setting on the pasta machine. Fold it in 3 and re-roll, then repeat (dust the machine with flour if tears appear).
Reduce the setting one notch and pass through the dough. Continue, reducing one notch at a time, until you have rolled the dough through the thinnest setting and you have a long, thin strip.
Place the dough strip on a floured worktop. Dip the cutter in flour and stamp out 10cm discs. Repeat with all the dough portions until you have at least 24 ‘good’ shells, with at least 3 or 4 extra to allow for breakages. Discard the trimmings.
Heat the oil in the deep-fat fryer to 180°C/350°F. Wrap 1 dough disc around a cannolo tube and carefully brush the join with a dab of beaten egg white – don’t let the egg white touch the tube or the shell will be hard to remove.
Using the kitchen tongs, fry the shell on the tube for 1 minute, or until crisp and golden. Remove carefully using the tongs and leave to cool on the paper-lined wire rack.
When the tube is cool enough to handle, ease it out of the shell. This is your trial cannolo. Use it to test the method. Cook the remaining cannoli in batches of 3, making sure the oil comes back up to temperature each time.
Fill and decorate the shells just before serving. Gently melt the white chocolate in a heatproof bowl suspended over a pan of simmering water. Remove from the heat.
Weigh out 80g of the cooled biscuits and crush to make fairly fine crumbs. Dip both ends of each cannolo into the melted chocolate, then into the biscuit crumbs. Leave to set.
Mix 225g of the chilled lemon curd into the mascarpone mixture, then transfer to the large disposable piping bag. Snip a 1.5cm opening at the end of the piping bag and pipe the filling into both ends of each cannolo, so that it runs all the way through, but don’t over-fill. Dust with icing sugar.