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Drain ricotta by placing it a fine mesh strainer set over a large bowl. Let drain in refrigerator for at least an hour and up to overnight. In a large bowl using a hand mixer, beat heavy cream and 1/4 cup powdered sugar until stiff peaks form. In another large bowl, combine ricotta, mascarpone, remaining 1/4 cup powdered sugar, vanilla, orange zest, and salt. Fold in whipped cream. Refrigerate until ready to fill cannoli, at least 1 hour. In a large bowl, whisk together flour, sugar, salt, and cinnamon. Cut butter into flour mixture with your hands or pastry cutter until pea-sized. Add wine and egg and mix until a dough forms. Knead a few times in bowl to help dough come together. Pat into a flat circle, then wrap in plastic wrap and refrigerate at least 1 hour and up to overnight. On a lightly floured surface, divide dough in half. Roll one half out to ⅛” thick. Use a 4” circle cookie cutter to cut out dough. Repeat with remaining dough. Re-roll scraps to cut a few extra circles. Wrap dough around cannoli molds and brush egg whites where the dough will meet to seal together. In a large pot over medium heat, heat about 2" of oil to 360°. Working in batches, add cannoli molds to oil and fry, turning occasionally, until golden, about 4 minutes. Remove from oil and place on a paper towel-lined plate. Let cool slightly. When cool enough to handle or using a kitchen towel to hold, gently twist shells off of molds to remove. Place filling in a pastry bag fitted with an open star tip. Pipe filling into shells, then dip ends in mini chocolate chips. Working in batches, place molds in basket of air fryer and cook at 350° for 12 minutes, or until golden. When cool enough to handle or using a kitchen towel to hold, gently remove twist shells off of molds. Place filling in a pastry bag fitted with an open star tip. Pipe filling into shells, then dip ends in mini chocolate chips.