Classic Cannoli

Whisk sugar, cinnamon, salt, and 2 cups 00 flour in a large bowl to combine. Add shortening and work into dry ingredients with your fingers until mixture is crumbly and no pieces of shortening are larger than a lentil. Separate white from 1 egg and place into a small bowl; set aside. Place yolk in another small bowl and add whole egg; lightly beat to combine.

Make a well in the center of dry ingredients and pour in egg yolk mixture. Using a fork, gradually work in dry ingredients, mixing in a circular motion to nudge dry ingredients into well, until a thick paste forms (you will not have mixed in all of the dry ingredients). Add vinegar and wine to paste in well and continue mixing in dry ingredients until fully incorporated and dough becomes hard to mix (if dough gets too hard to mix, knead in bowl with your hands to work it in). Transfer dough to a lightly floured surface and knead until dough is very supple, about 3 minutes. Wrap in plastic and chill at least 1 hour.

Do Ahead: Dough can be made 12 hours ahead. Keep chilled.

Press ricotta and goat cheese through a fine-mesh sieve into a large bowl by scraping firmly with a rubber spatula. Mix in sugar and chocolate until just combined (you want the mixture to stay aerated and fluffy). Taste filling and add a two-finger pinch of salt if you think it needs it.

Cover bowl and chill filling at least 1 hour to give sugar time to dissolve.

Do Ahead: Filling can be made 12 hours ahead. Keep chilled.

Pour oil into a medium saucepan fitted with thermometer to come 2" up the sides. Heat over medium-high until thermometer registers 375°.

Meanwhile, divide dough in half; rewrap one half and chill until ready to use. Roll out remaining half on a lightly floured surface to an 11" round about 1/16" thick. (You want it thinner than pie dough but not as thin as phyllo—too thick and it’ll become challenging to chew; too thin and the dough won’t develop its characteristic bubbled surface.) Punch out rounds with cutter (you should have 5). Reroll scraps to yield 1 more round.

Lightly beat reserved egg white to loosen. Working one at a time and covering remaining rounds with plastic wrap, roll out 4 rounds to about 5x3½" ovals; prick each one in several places with a fork. Using your fingers, lightly wipe some egg white over the edge of one long side. Wrap ovals loosely around cannoli tubes, overlapping long side with egg wash over the other long side; gently press seam to flatten and adhere. Transfer to a rimmed baking sheet as you go.

Line another rimmed baking sheet with a double layer of paper towels. Fry shells with tubes, gently encouraging them to move around in the oil to color evenly, until deep golden brown, 4–5 minutes. Transfer to prepared baking sheet. Let cool slightly, then slip shells off of tubes. Let tubes and shells cool completely. Repeat process 2 more times, frying 4 at a time, to yield 12 cannoli shells total.

Fill pastry bag with filling and snip off end (or use large round tip). Pipe into shells, working from the center to one end, then turning shell around and piping from the center to the opposite end.

Decorate exposed filling on each end with candied orange peel, pistachios, and/or chocolate. Generously dust cannoli with powdered sugar. Consume immediately!