This is the original recipe, found here:
2 cups flour
1 teaspoon ground cinnamon
2 tablespoons shortening
1 teaspoon sugar
1/4 teaspoon salt
3/4 cup Marsala
1 egg white
Vegetable oil, for deep frying
Combine the flour, cinnamon, shortening, sugar and salt, and wetting gradually with the wine, knead together with fingers until rather hard dough or paste is formed. Form into a ball, cover with a cloth and let stand for about 1 hour. Cut dough in half and roll half of the dough into a thin sheet about 1/4-inch thick or less and cut into 4-inch ovals.
Place a metal tube diagonally across each oval lengthwise. Wrap dough around tube by overlapping the 2 sides, sealing the overlapping sides with a little egg white. Meanwhile heat vegetable oil in a large deep pan for deep frying. Drop 1 or 2 of the tubes at a time into the hot oil, fry gently on all sides until dough turns a golden brown color. Remove from pan, let cool a little, gently remove shell from the metal tube. Set shells aside to become cold. Repeat procedure until shells are all made.
- The flavor was really good and the marsala added a nice, distinct flavor.
- We made the first ones about 1/4" thick as indicated, and they were BAD! (Didn't get crispy and too tough.) It worked much better to roll it as thin as possible (we could practically see through the dough).
- Instead of ovals, we'd roll them more into circles to give a nicer finished look. (More filling exposed to dip into pistachios or chocolate shavings.)
- The egg white is essential to make it all stick together while frying, but try to keep the it off the cannoli tubes so it doesn't make them stick.
- The oil was heated to about 380 F. There was nothing indicated in the recipe and we just guessed.
- The filling made about 16 cannoli, and there were more shells than that. I've put some in the freezer to see if that works well.
- DO NOT FILL THEM TOO FAR AHEAD OF TIME. They were pretty soggy by the next day.