In bowl, blend all the filling ingredients. Cover and refrigerate. In a bowl, combine the flour and baking powder.
In another bowl, cream the butter, sugar and vanilla for 2 minutes. Whisk in the wine and an egg. Add the flour and blend into a dough ball.
On a floured surface, knead the dough for 5 minutes. Let it rest for 2 hours at room temperature. Roll out like a pastry crust. Cut into 7.5-cm (3-inch) squares. Place a cutted pastry square in front of you. Prick with a fork to prevent excessive puffing of the dough. Wrap the dough around a cannoli mold or roll on the bias around a 2.5-cm (1-inch) in diameter metal handle of a whip. Bring two corners on the handle, attaching one on the other with the beaten egg. Remove the dough from the handle.
Preheat the oil in the deep fryer to 190°C (375°F). Fry 1 or 2 cannoli at a time for about 2 minutes. Drain on paper towels. Repeat with the remaining squares of dough. Cool the cannoli completely.
Stuff with the filling with a pastry bag fitted with a large round tip. When serving, dust with icing sugar.
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