There is nothing like home-made fresh cannoli. I learned to make these in Sicily in a private home where Martina taught me how to make cannoli shells with her house-made Marsala. The filling we made was with sheep ricotta from her farm also, and I’ll never forget how sweet and creamy it was. Cannoli are very labor-intensive, but worth the effort. Of course, you can purchase your own shells at the grocery store if you desire, but home-made are so much better.
2 cups flour
1 cup sugar
1 tbsp. cocoa powder
1 tsp. cinnamon
1/4 tsp. salt
2 tbsp. butter
1/4 cup Marsala wine (or other sweet wine)
1 pound Ricotta cheese
1 tbsp. vanilla
2 tbsp. sugar
2 tbsp. candied orange peel, chopped
1/4 cup toasted pistachios, finely chopped
In a food processor, combine flour, sugar cocoa powder, cinnamon and salt. Add cold butter and pulse processor until mixture is blended. Add Marsala and pulse until mixture forms a dough. Remove dough from processor and knead on a lightly floured board; form into a ball and wrap in plastic. Let sit for one hour.
Meanwhile, make filling by combining ricotta, vanilla, sugar, and chopped candied orange peel in a bowl. Set aside until ready to fill shells.
To make shells:
Set smooth rollers of pasta maker at widest setting. Unwrap dough and cut in half, then lightly flour 1 piece (keep remaining half covered with plastic wrap). Flatten floured dough into an oval and feed through rollers. Turn dial down 2 notches and feed dough through rollers again. Continue to feed dough through rollers, making space between rollers narrower by 2 notches each time, until narrowest setting is used.
Line a baking sheet with plastic wrap. Transfer rolled dough to a lightly floured surface and cut out 4 or 5 rounds with floured cutter. Transfer rounds to baking sheet and keep covered with more plastic wrap. Roll out remaining dough and cut rounds in same manner. Gather scraps and let stand 10 minutes. Roll out scraps and cut in same manner.
Heat remaining lard with 1 1/4 inches oil in a 4-quart heavy pot over moderate heat until it registers 350°F on thermometer.
Meanwhile, lightly oil cannoli tubes. Brush bottom edge of 1 dough round with water. Wrap dough around a tube, overlapping ends (damp edge should go on top), then press edges together to seal. Make 5 more shells in same manner (keep remaining rounds covered with plastic).
Fry dough on tubes 1 at a time, turning with metal tongs, until 1 shade darker, about 45 seconds. Wearing oven mitts, clamp end of hot tubes, 1 at a time, with tongs and, holding tube vertically, allow shell to slide off tube onto paper towels, gently shaking tube and wiggling shell as needed to loosen. Transfer shells to paper towels to drain and cool tubes before reusing. Wrap remaining dough around tubes and fry in same manner.
Spoon filling into pastry bag and pipe some into 1 end of a cannoli shell, filling shell halfway, then pipe into other end. Dip each end into chopped pistachios. Repeat with remaining shells.