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1.
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Preheat the oven to 375.
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Line 2 baking sheets with parchment paper.
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Trace three 4-inch circles on each with a pencil; turn the parchment over.
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2.
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In a medium bowl, using an electric mixer, beat the butter with 1/3 cup of the sugar until fluffy.
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Add the egg whites and beat until blended.
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Add the flour, orange zest, 1/4 teaspoon of the vanilla and the salt and beat until smooth.
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3.
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Using a small offset spatula, evenly spread 1 tablespoon of the batter into each circle.
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Bake the cookies, 1 sheet at a time, for 8 to 9 minutes, or until lightly golden and browned around the edges.
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Immediately roll each cookie around a 1-inch-wide tube or dowel and let cool until crisp.
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Carefully remove the cannoli from the tubes and transfer to a wire rack.
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Repeat twice with the remaining batter to make 18 cookies.
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4.
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In a medium bowl, using an electric mixer, beat the mascarpone at medium speed with the cream, the coffee extract and the remaining 1/3 cup sugar and 1/2 teaspoon of vanilla until firm peaks form.
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5.
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Fill a pastry bag fitted with a 1/2-inch star tip with the coffee cream.
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Carefully pipe the mascarpone cream into both ends of the cookies, finishing with a small rosette at each end.
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Transfer the cannoli to a platter, dust them with confectioners' sugar and serve.
