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1
First make custard for the cannolis. Heat milk in medium saucepan over medium heat-don't let it boil, just get very warm. While that heats up, whisk together egg yolks, sugar, corn starch, and salt in another medium bowl. Slowly whisk in a cup of hot milk, stirring constantly so the milk doesn't cook the egg. Pour mixture back into pan of hot milk & continue heating on medium heat, again stirring constantly for 5 minutes. Once mixture starts to thicken (or reaches about 170 degrees), remove from heat and immediately stir in butter and vanilla. Pour into a clean bowl (run it through a fine strainer first to remove any lumps) and let cool in fridge. Place plastic wrap directly on surface of custard to keep a skin from forming.
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2
While it cools, prepare the batter. First, pre-heat oven to 350. In medium bowl stir flour and cocoa powder together and set aside. Cream together butter and sugar in a stand mixer. Add eggs one at a time, then add baking powder, vanilla, baking soda, salt. Once combined, stop the mixer and scrape down the sides of the bowl. Mix for another 30 seconds, and slowly drizzle in cooled melted chocolate. Add flour/cocoa mixture and milk, 1/2 c of each at a time, mixing constantly.
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3
Fill six of the cannoli shells with cooled custard. A pastry bag makes this really easy, but you could also use a spoon. Just make sure custard gets into center of the cannoli shell
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4
Put heaping 1/2 c of batter into bottom of six small loaf pans. Place a filled cannoli in the center of each pan then spoon more batter on top, gently spreading to edges of pans. You want sides and top of cannoli to be completely covered, but pans should only be 3/4 full.
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5
Bake for 30 minutes at 350 until cake is set and cracks in top are dry.
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6
Allow to cool completely then sprinkle with powdered sugar.
