Demonstrated at the 2011 Melbourne Food and Wine Festival.
In an electric mixer mix flour, cocoa, sugar and butter till well combined then gently add the marsala till it all comes together. Wrap in cling film and let rest for 1 hour.
I find using a pasta machine so much quicker and easier than rolling by hand. Cut the dough into 4 portions. Roll the dough on the largest opening of the pasta machine about 3–4 times then decrease by 2 settings and roll gently. Cut the pastry if it becomes too long to handle.
Take the setting down 2 more notches and repeat till the pastry is smooth.
Lay it flat and cut circles with a cutter roughly 8cm in diameter. You can make them smaller if you like. You can re-roll the remaining scraps of pastry, but only the once, then they must be discarded.
Heat the oil to 375°C in a saucepan that will hold about 5 cannoli shells at a time. Wrap a circle of pastry around the metal tube and seal with egg white, drop into the oil and cook for 2–3 minutes, the pastry should bubble up on the outside.
Take them out of the oil and place on absorbent paper. As soon as they are cool enough to handle, take the shell off the metal tube. Repeat until all the shells are cooked.
Once cooked, cannoli shells can be stored in an airtight container for up to 3 months. I lay paper towel between the layers of shells when I store them.
Beat the ricotta, honey, sugar, and marsala along with the lemon until creamy.
Just before serving, place the filling into a piping bag and pipe into the cannoli shells. This amount will fill all the cannoli, so if you are only using half the shells reduce the filling amount by half also.