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1
To make the shells, mix all ingredients except egg white in a large bowl. Using your hands, keep combining ingredients and kneading dough until dough is soft and forms a ball (takes about 3-5 minutes by hand).
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2
Cut dough into 16 even pieces. Roll each piece into a 4 inch circle (about 1/8-inch thick). Wrap each piece around a metal cannoli tube (mine are 7/8-inch around, and 5 1/2 inch long). Attach the seams with a little egg white by dipping your finger in egg and smoothing the seam closed.
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3
Fry the tubes in hot oil for about 2 minutes, turning occasionally. Be careful not to burn them (see note below). I use my skillet to heat the oil, and fry in batches of 4 so that I can keep my eye on the color. Set the fried ones aside to cool and repeat with the remaining. After about 10 minutes of cooling, you can slide it off the tube.
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4
For the filling, mix ricotta with mascarpone and powdered sugar until fluffy and smooth. Beat in almond extract. Fold in the candied oranges. Refrigerate for 2 hours, or until ready to use.
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5
To assemble them, use a piping bag and tip (or a Ziplock bag with the corner cut off) to pipe the filling into the cooled cannoli shells.
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6
(I dipped the ends of my filled shells in melted semi-sweet chocolate and allowed to harden). And/or you can sprinkle with chocolate chips or powdered sugar. Eat immediately! Enjoy!
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7
*Note: I burned my first batch by overcooking the shells. Since I cooked them without a thermometer I'm not sure what temperature to tell you. They took about 2 minutes the second time, and the shell was perfect.
