Make the Shells:
In a medium bowl combine the flour, sugar, cocoa, cinnamon, and salt. Using a wooden spoon, stir in the oil, vinegar, and enough of the wine to make soft dough. Turn the dough out onto a lightly floured surface and knead until smooth and well blended, about 2 minutes. Shape the dough into a ball. Cover with plastic wrap and let rest in the fridge for 2 hours to overnight.
Cut the dough into two pieces. Keep the remaining dough covered while you work. Lightly flour a large cutting or pastry board and roll the dough until super thin, about 1/16 to 1/18 thick ( An area of about 13 inches by 18 inches should give you that). Cut out 3 to 5-inch circles (3-inch-small//medium; 4-inch-medium/large; 5-inch. Your choice). Roll the cut out circle into an oval, rolling it larger and thinner if it’s shrunk a little.
oil the outside of the cannoli tubes ( You only have to do this once, as the oil from the deep fry will keep them well, uhh, oiled..lol). Roll a dough oval from the long side (If square, postion like a diamond, and place tube/form on the corner closest to you, then rool) around each rube/from and dab a little egg white on the dough where the edges overlap (avoid getting the egg white on the tube, or the pastry will stick to it). Press well to seal. Set aside to let the egg white seal dry a little.
In a deep heavy saucepan, pour enough oil to reach a depth of 3 inches, or ifusing an electric deep-fryer, follow the manufacturer’s directions. Heat the oil to 360 F on a deep fry thermometer, or until a small piece of the dough or bread cube placed in the oil sizzles and browns in 1 minute. Have ready a tray or sheet pan lined with paper towles or paper bags.
Carefuly lower a few of the cannoli tubes into the hot oil. Do not crowed the pan. Fry the shells until golden, about 2 minutes, turning them so that they brown evenly.
Lift a cannoli tube with a wire skimmer or a large slotted spoon, out of the oil. Using tongs, grasp the cannoli tube at one end. Very carefully remove the cannoli tube with the open sides straight up and down so that the oil flows back into the pan. Place the tube on a paper towels or bags to drain. Repeat with the remaining tubes. While they are still hot, grasp the tubes with a potholder and pull the cannoli shells off the tubes with a pair of tongs, or with your hand protected by an oven mitt or towel. Let the shells cool completely on the paper towels. Place shells on cooling rack until ready to fill.
Repeat making and frying the shells with the remaining dough. If you are resing the cannoli tubes, let them cool before wrapping them in the dough.
For pasta machine method ( I highly recommend it):
Dived the dough into 4 equal pieces. Starting at the middle setting, run one of the pieces of the dough through the rollers off the pasta machine. Light dust the dough with flour as needed to keep it from sticking. Pass the dough through the machine repeatedly, until you reach the highest or second hihest setting. The dough should be about 4 inches wied and thine enough to see your hand through.
Continue rolling out the remaining dough. If you do not have a cannoli tubes for all of the dough, lay the pieces of the dough on sheets of plastic wrap and keep them covered until you are ready to use them.
Cut out and fry the cannoli shells as according to the directions above.
Depending on how much scrap you have left after cutting out all of your cannoli shapes, you can either fry them up and sprinkle with confectioner’s sugar for a crispy treat, or let the scraps rest under plastic wrap and a towel, then re-roll and cut more cannoli shapes.
Make the filling, fill the cannoli:
In a bowl of a food processor, combine that chestnut spread, sugar and salt and process until smooth, stopping and scraping the sides of the bowl as needed. Add the ricotta and continue processing until the mixture is smooth again. Add the mascarpone, rum, and vanilla and pulse until well combine. Transfer to a medium bowl. Stir inthe grated chocolate and hazelnuts.
If the ricotta was well-drained, the consistency of the filling should be just right for immediate piping.
If it’s not, place it, covered, in the fridge to firm up.
If you wish to lighten the filling, make it more mousse-like consisitency, whip the cream until medium peaks form. Using a rubber spatula, fold in about a quarter of the cream into the cheese mixture, then fold in the remaining cream. Transfer the filling into a pastry bag fitted with a 1/2-inch tip. Insert the tip in the cannoli shell and squeeze gently until the shell is half filled. Turn the shell and fill the other side. Serve IMMEDIATELY!
If you want to prepare the shells ahead of time, store them in an airtight container, thin re-crisp in a 350 F (176 C) oven for a few minutes, before filling.