Steps:
- Cannoli Shells
- Sift the flour, sugar, salt, and cinnamon together and place in the bowl of an electric mixer fitted with the paddle attachment. At a low speed, mix in the shortening, egg, marsala, and vinegar until just blended-do not overmix. The dough should be moist but not too wet (if it is too wet, mix in a bit more flour).
- Divide the dough into two equal portions, wrap in plastic, and chill in the refrigerator about 20 minutes. Take the dough portions out one at a time and roll out on a lightly floured surface until very thin. Cut into ovals approximately 3 inches by 4 1/2 inches. (I usually make a template out of cardboard or even parchment paper, but I have also done it freehand.) Place a cannoli form lengthwise on each oval and wrap the dough around the form, overlapping the long edges and pressing to seal. You may want to brush the seam with a little beaten egg white to ensure that it does not come unstuck.
- Pour 1 1/2 inches of vegetable oil into a skillet or pan deep and wide enough to hold 4 cannoli at once. Heat the oil to 350°F. Place the shells in the oil and fry, turning once, until deep golden brown, about 4 minutes. The shells should blister a little bit. Remove them from the oil, drain on paper towels, and when just cool enough to handle, remove them from the forms. Cool completely on wire racks before filling.
- Bittersweet Chocolate Filling
- Using a rubber spatula, combine the ricotta, chocolate, brown sugar, cinnamon, vanilla, and candied orange peel in a medium bowl. Cover and refrigerate for at least 1/2 hour. Scrape the mixture into a pastry bag with a 1/2-inch plain tip and pipe into the cooled cannoli shells. Dip the ends in chopped pistachios. Serve immediately or refrigerate until ready to serve.
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