Combine flour, shortening, sugar and salt and wet gradually with the wine. Knead together with fingers until a hard dough is formed. Form into a ball, cover with a cloth and let stand for about an hour. Cut dough in half and roll 1/2 of the dough into a thin sheet about 1/4 inch thick or less and cut into a 4 inch square. Place a metal tube diagonally across each square from one point to another, wrapping dough around by overlapping the other two points, sealing the overlapping points with a little egg white. Meanwhile heat vegetable oil in a large deep pan for deep frying. Drop 1 or 2 tubes at a time into the hot oil and fry gently on all sides until dough acquires a golden brown color. 

Cannoli Filling 1 - easy 

2 pounds of Ricotta (must be dry)
Two 8 ounces of packages cream cheese
1 cup of confectioners sugar
2 teaspoons of cinnamon oil
1 teaspoon of vanilla
2 ounces of miniature bittersweet chocolate morsels 
Dash of orange flavoring

Beat cream cheese until very creamy. Beat Ricotta vigorously for 2 minutes. Blend the cheeses together and add sugar, cinnamon oil, vanilla and flavoring plus chocolate morsels. Cover and refrigerate for 1/2 hour at least before filling shells. Filling will keep at least 3 days in refrigerator.

Cannoli Filling 2, a bit more difficult

2 pounds of  *Impastata (you can buy this at Pastosa)
1 pound of confectioners sugar
2 drops cinnamon oil
1/2 cups of chocolate chips
3 tablespoons of chopped hazelnuts
2 teaspoons of vanilla

Blend and beat until creamy and fill your cannoli shells.