These elegant pastries are time-consuming to prepare but oh, so good! You'll need cannoli forms for this recipe. They are metal tubes about 5-3/4 inches long by an inch in diameter.
1-1/2 cups all-purpose flour
3/4 cup solid vegetable shortening, chilled
1-1/2 tablespoons sugar
3 ounces cold water, or as needed
3 ounces milk, or as needed
Crisco oil, for deep-frying
To Make Dough: In a mixing bowl or food processor, cut together flour, shortening, and sugar until mixture is crumbly. In a small cup, stir together water and milk; then add just enough of the liquid mixture to form a soft, but not wet, dough. On a lightly floured surface, roll dough out very thin (no more than 1/8-inch thick): Cut with a serrated pizza cutter or a knife into 2-1/2x3-inch rectangles.
To Fry Dough: Heat oil in a large pan until hot but not smoking (a small piece of dough should sizzle gently when placed in the oil). Wrap each rectangle of dough around the metal cannoli forms, placing one corner of the dough in the center of the tube, moistening it with cold water or beaten egg white, and bringing opposite corner up and over to seal. Gently hold the corners of the dough together with tongs and immerse the dough in oil, holding until the corners seal (a few seconds). Fry until lightly golden and cooked through (usually in about 3 minutes). Lift out cannoli, draining excess oil back into the pot, and very gently slide off tube form, using tongs or a paper towel. Drain on paper towels and continue until all cannoli are fried. (These pastries can be stored at room temperature in an airtight container; change paper towel every couple of days.)
2/3 cup flour
2/3 cup sugar
Pinch of salt
3 cups cold milk
4 egg yolks, lightly beaten
4 tablespoons unsalted butter, cut up
2 teaspoons vanilla
To Make Cream Filling: In a heavy saucepan, whisk together flour, sugar, and salt until blended and smooth. Gradually stir in cold milk, whisking constantly to keep the mixture smooth. Bring mixture to a boil, still whisking, and let it boil 1 to 2 minutes. In a small bowl, whisk a little of the hot milk mixture very gradually into egg yolks. Add egg yolk mixture to the hot milk mixture and boil 1 minute. Remove from heat, and stir in butter and vanilla. Place a sheet of waxed paper or plastic wrap on the surface of the cream to prevent a skin from forming. Cool thoroughly, then chill.
30 maraschino cherries, halved
Shredded coconut (1/2 to 3/4 cup)
Assembly: Stir cream filling gently, just until smooth. Use a teaspoon to spoon a small amount of filling into each end of cannoli. Press a half cherry into cream at each end, then gently press some coconut into cream. Just before serving, sprinkle generously with confectioners' sugar.