You’ll need some special equipment for this recipe, including cannoli tubes (available at kitchen stores, usually for about $1 apiece), a deep skillet or wok for frying the shells, and a pastry bag for filling the cooled shells.

You’ll also need a cardboard circle cut to the same diameter as the cannoli tube plus an extra half-inch for overlap.

Steps

1. Make the shells: Sift together the flour, sugar, cinnamon, and salt. Cut in the butter, then add the egg yolks. Mix (using a stand mixer or a handheld mixer on low speed) and spoon in the wine, 1 tablespoon at a time, until the dough begins to stick together. Roll the dough into a ball and chill for 30 minutes.
2. Cut the dough into quarters. On a generously floured surface, roll each quarter out as thin as possible (about ⅛ inch). Using your prepared cardboard circle (see Introduction, above), trace out circles on the dough and cut them out with a paring knife.
3. Wrap each dough circle around a cannoli tube and use the egg whites and a pastry brush to seal the overlapping edges. With your fingers, flare each end out a bit from the tube.
4. Heat the vegetable oil in a deep skillet or wok to about 325 or 350 degrees. Fry the shells, two or three at a time, for about 90 seconds, turning constantly for consistent browning. When the shells turn a honey-brown color, remove them from the oil to paper-towel-covered plates.
5. Let cool for a few moments. Holding the shell gently but firmly in one hand, loosen and remove the cannoli tube. Cool the shells completely before filling or storing.
6. Make the filling: Whip the cream until it holds soft peaks. In a separate bowl, mix together the ricotta and powdered sugar until fully blended. (Do not overmix the ricotta, or it will become runny.) Fold in the whipped cream, stopping when the mixture has a consistency somewhere between whipped cream and frosting. (Depending on the density of your ricotta, you may not need all of the whipped cream. If you have any left over, use it as a garnish.) Add the optional mix-ins, if desired.
7. Assemble the cannoli: When the shells are completely cool — completely being the operative word here, as the filling will melt easily and you’ll have a soggy mess if the shells are still warm — spoon some of the filling into a pastry bag and squeeze filling into each tube, starting in the middle of each tube, filling outwards, and then turning the tube to fill the other half. Add your choice of garnish (I like melted chocolate drizzled over the cannoli, then sprinkled with orange zest and dusted with powdered sugar). Serve immediately, or store in the refrigerator for up to a few hours.