Light and crispy shells filled with a sweet, creamy ricotta filling make this homemade cannoli recipe an old family favorite.
Make the Dough for the Shells: In a large bowl, whisk together the cake flour and the sugar. Using a pastry blender or two knives, cut the shortening into the flour mixture until it resembles coarse meal. Add the egg yolks and stir with a wooden spoon until mostly combined (the dough will look shaggy). Add 2/3 cup of the wine and stir and fold using a rubber spatula. You want the dough to come together like pie dough, so if it is still dry and shaggy, add more wine, 1 tablespoon at a time, until the dough holds together when pinched between your fingers. Cover the bowl with plastic wrap and allow to rest at room temperature for at least 4 hours.
Make the Filling: Place the ricotta in a large mixing bowl and beat on medium speed until completely smooth, about 1 to 2 minutes; set aside. In a medium saucepan, whisk together the sugar, milk and cornstarch. Place over medium heat and cook, stirring occasionally, until the mixture is smooth and the sugar is totally dissolved. Gently stir the heated sugar mixture into the ricotta until combined. Return the entire mixture to the saucepan and continue to cook over medium-low heat, stirring constantly, until the 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 for at least 2 hours before using. The filling should be completely chilled when used to fill the cannoli shells.
Make the Cannoli Shells: Using a small cookie scoop, tear off about 1 tablespoon of dough at at time. Roll to 1/8-inch thickness, about 4 to 5 inches in diameter. Wrap the dough around a cannoli form, overlapping the dough and press to seal together. Repeat with the rest of the dough.
Fry the Cannoli Shells: Add vegetable oil to whatever you are going to use for frying (a Dutch oven or deep cast iron skillet work great), ensuring you have at least 1 to 2 inches of oil. Heat the oil to 375°F 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 to 4 minutes, using tongs to move them around as necessary, especially if using a skillet, so they don't settle in one spot. Remove the forms from the oil (being careful to drain out any oil inside the form) and set the shells on paper towels to drain. Once they are cooled enough to handle, slide the shell off of the form.
Assemble the Cannoli: When you are ready to serve the cannoli, fit a large piping bag with a large round or star tip, and fill it with the ricotta filling. (If you don't have piping bags and tips, you can put the filling in a large ziploc bag and simply snip off one corner.) Squeeze the bag to pipe filling into each end of the cannoli shell, making sure it is completely filled inside. Dip the ends into mini chocolate chips or chopped nuts and dust with powdered sugar, if desired.