Cannoli are made with a stiff dough flavored with wine or vinegar. The dough is thinly rolled—a pasta machine works very well for this—and cut into rounds or squares, which are shaped around a dowel or metal cannoli form to make a hollow tube. The pastry shells are deep-fried and filled with a cream. Traditionally the filling is sweetened ricotta cheese, but it is often replaced by vanilla or chocolate pastry cream.
(See “Rolling and Cutting Dough Using a Pasta Machine” and “Making Cannoli Shells” for step-by-step instructions. Also see “Draining Ricotta”.)