Special equipment: a pasta maker, rolling pin or dough sheeter; a 5-inch oval cutter; 6-by-1-inch cannoli forms; a pastry bag
For the cannoli shells: Put the flour, 3/4 cup water, 1 egg, the marsala, vegetable shortening, margarine, honey, sugar, cinnamon and a pinch of salt in a stand mixer fitted with a dough hook and mix until a dough forms.
Dust the dough lightly with flour and use a pasta maker or rolling pin to roll the dough about 1/8-inch thick. (If you have a sheeter, use that.) Cut the dough into pieces using a 5-inch oval cutter.
Beat the remaining egg in small bowl. Brush one end of each dough oval with the egg and wrap the pieces around 6-by-1-inch cannoli forms.
Heat the oil in a deep, heavy-bottomed pot or fryer to 375 degrees F. Working in batches if necessary, drop the cannoli forms wrapped with dough into the fryer and cook until golden brown. Lay the shells on a rack to dry until the oil disappears. Repeat with the remaining dough.
For the Italian cream filling: Put the milk and 8 ounces of sugar in a large pot and bring to a boil; remove the mixture from the heat and keep it hot.
Put the remaining 8 ounces of sugar, the egg yolks, cake flour, vanilla powder and lemon zest in the bowl of a stand mixer fitted with a paddle attachment. Beat on low speed until combined.
With the mixer on low, drizzle in 5 tablespoons of the hot milk mixture. Once this mixture is smooth, stir it back into the hot milk mixture. Return the mixture to low heat and cook, stirring, until it thickens up. Scrape the mixture into a bowl to cool. Use a pastry bag with the tip cut off to fill the cannoli shells with the cooled cream.
This recipe was provided by a chef, restaurant or culinary professional. It has not been tested for home use.
Recipe courtesy of Michael Varallo Sr., Varallo Bros. Bakery, Philadelphia, PA