mini chocolate chips, chopped maraschino cherries, and/or chopped pistachios, if desired
powdered sugar for dusting
additional cherries, chocolate chips, and/or pistachios for ends
Mix flour, sugar, salt, cinnamon, and nutmeg in bowl of stand mixer using the paddle attachment. Add softened butter and egg yolks and combine until crumbly. Slowly add Marsala wine while mixing on low, until dough comes together and cleans the sides of the bowl. You may need more or less Marsala wine, depending on the humidity in your area. Dough is supposed to be very stiff.
Form mixture into a ball and wrap in plastic wrap. Let sit for about 30 minutes.
Divide dough in half and roll out one half at a time to almost paper thin, or use a pasta roller to roll very thin. Using a large (6 inch) round cutter (or 4 inch for smaller cannoli shells), cut circles from dough. Put cannoli tube on one circle and spray with cooking spray. Wrap circles around cannoli forms loosely and seal with leftover egg whites using a brush or fingertip. Press firmly at seal.
For air frying, preheat air fryer to 400° F. Spray air fryer basket with cooking spray and then add cannoli shells to basket. Spray tops of cannoli shells. Fry for about 6 minutes (everyone's air fryer is different, so you may need to play around with this time to get the right time for your air fryer. I would suggest frying one at a time until you know what works best).
For deep frying, heat oil in large heavy-duty pot over medium heat to 350° F. Carefully lower about 3-4 cannoli forms into oil using tongs and fry until golden, about 2-4 minutes. Remove and place on paper towels to drain. Carefully slide cannoli shell off form. Allow forms to cool enough to use again and fry the rest in batches.
FOR THE RICOTTA CREAM:
Using homemade or store-bought ricotta, make sure either is well drained by placing in cheesecloth-lined sieve over a bowl and refrigerating overnight.
Add drained ricotta to the bowl of a stand mixer fitted with the whisk attachment. Whip until loosened up and creamy. Add sugar gradually, followed by cinnamon and vanilla. Increase speed to medium high and whip until creamy and smooth. It should look a lot like a thick buttercream frosting.
Fill a pastry bag fitted with a large plain tip, or a gallon ziploc bag with ricotta cream and pipe into cannoli shells. Dip ends in desired toppings. Dust with powdered sugar and serve.
Only fill cannoli when you're ready to serve them. For best results and to avoid soggy shells, store cannoli cream in fridge (in pastry bag or ziptop baggie) until ready to serve. Cannoli shells can be stored at room temperature for up to one week. You don't have to use all of the dough at once. You can wrap it back in the plastic wrap and store it in the fridge for up to 4 days, or freeze it (well wrapped) for up to 3 months. Thaw in refrigerator overnight before using.