For the Shells:
2 lb. cake flour
3½ ounces granulated sugar (about ½ cup)
4 ounces vegetable shortening
4 egg yolks
1¾ - 2 cups wine (enough to make the dough easy to roll and handle)
For the Filling:
2 lb. ricotta cheese
2 cups whole milk
2 cups granulated sugar
½ cup cornstarch
1. Mix all ingredients together and allow to rest at least 4 hours before frying.
2. Tear off a chunk of dough about the size of a walnut and roll into a circle about 1/8-inch thick.
3. Wrap the dough around a cannoli form, overlapping dough and press to seal together.
4. Heat vegetable oil to around 375°F (the best temperature for deep frying) and, a few at a time (or however many fit in your frying vessel without crowding), place the prepared forms into the oil. Fry until light golden brown, about 3-4 minutes.
5. Remove the forms from the fryer and set on paper towels to drain.
6. Allow to cool until able to handle and slide the shell off of the form. Cool completely before filling.
7. To make the Filling:Mix the sugar, milk and cornstarch in a medium saucepan over medium heat until smooth and dissolved. Stir the sugar mixture into the ricotta until combined. Return to saucepan and continue to cook over medium-low heat, stirring constantly, until mixture thickens (a few large bubbles should pop at the surface when it has thickened), about 20 minutes. Cool to room temperature and then refrigerate. Filling should be cold when used to fill the cannoli shells.
Note: The recipe for filling should be doubled in order to fill all of the shells that the original recipe makes.