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1
Into your stand mixer, with your paddle attachment cream your butter and sugar together until light in color and creamy. Add in one egg, and mix to combine. Add in vanilla extract and wine until well combined. Add the salt and gradually add in the flour until a dough ball forms. Switch to your dough hook attachment and knead until it's smooth (tacky but not sticky), approximately 6-8 minutes. Cover and place in the refrigerator for approximately 2 hours.
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2
While the dough is chilling, make your filling.
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3
Into your stand mixer with the paddle attachment mix your ricotta cheese until nice and smooth. Add in your powdered sugar and mix well. Add in the chocolate shavings and mix well. Add in your zests and mix together. Place in the refrigerator to chill until you are ready to fill your cannoli shells.
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4
Take your cannoli dough from the refrigerator and place it onto a lightly floured surface. Into a decent-sized frying pan, place your oil over medium-high heat until it reaches 350 degrees. While the oil is heating, roll out your dough. It needs to be fairly thin, about 1/16-inch thickness. Your dough circles will depend upon the size of your forms, so use your judgement. Using a large circular cookie cutter, cut your dough into circles. Place the circles around your cannoli forms. Beat the one remaining egg to use as your egg wash. Seal the edge of the shell by brushing on a little of the egg wash. Continue assembling.
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5
When the oil is at 350 degrees, place cannoli forms into the oil and fry until golden (only 1-2 minutes). Carefully remove the cannoli shells with a skimmer and place onto a plate lined with paper towels. Allow forms to cool completely before trying to remove them.
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6
Once shells are cooled, place your chilled filling into a pastry bag and pipe into the shells. Garnish with a dusting of powdered sugar!
