Note from Ricardo
Both the cannoli shells and filling can be made in advance. The fried shells freeze well and can be filled right before serving.
Holy cannoli! The filling for this Italian treat is typically made from sweetened ricotta cheese, but we squeezed in a little citrus with a luscious lemon curd and mascarpone cream. To assemble, the purists all agree: Only fill the shells at the last minute so your cannoli don’t lose their signature crunch.