• In a large mixing bowl, combine the all purpose flour, sugar, cocoa powder, and salt. Use your fingertips to rub the butter into the dry ingredients.
• Make a well in the center and stir in the white vinegar and enough marsala wine to make a soft dough.
• Turn the dough out onto a lightly floured surface and knead until smooth. Shape the dough into a ball. Cover with plastic wrap and let rest in the fridge for 1 hour or overnight.

Using a rolling pin to roll

• 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 thin, just under 1/8 inch (2mm to 3 mm) thick. The dough must be thin. If it keeps shrinking back as you roll, let it rest, covered, for 10-15 minutes, then try again.

Using a pasta machine to roll (preferred method)

• Cut the dough into four pieces. Keep the remaining dough covered while you work.
• Lightly flour the rollers of the pasta machine and the work surface.
• With your hand or a rolling pin, flatten the dough slightly to make it easier to feed through the pasta machine rollers.
• Set the rollers at the widest setting and guide the dough through the rollers.
• Fold the dough into thirds and pass again through the widest setting. Continue repeating this until the dough is smooth. It may take 6 to 8 repetitions to achieve that. Use a little bit of flour to stop sticking and tearing.
• If the dough does tear, simply fold it again and pass it through the rollers.
• Once it is smooth, reduce the width of the rollers and pass the length of dough through to thin it.
• Roll out thinly about one-eighth of an inch or slightly thicker, about 2 - 3 millimeters. (#5 on the KitchenAid pasta roller)

Cutting and shaping the cannoli

• Cut out rounds of the rolled and thinned dough using a 4-inch round cookie cutter or 10cm round cookie cutter. Roll it slightly into an oval.
• Roll around cannoli tubes sealing with a dab of egg white. Keep covered so that the pastry dough doesn't dry out. Ideally, have the oil hot and fry as you roll the cannoli. See below for frying instructions.
• Repeat with the remaining dough adding in any leftover pieces.

Frying

• Heat the oil in a large, deep saucepan over medium-high heat. The oil should be about 3 inches deep.
• When the oil has reached 374ºF (190ºC) carefully lower a cannoli in using a slotted spoon.
• You will know if the oil isn’t hot enough if the cannoli don’t sizzle and blister quickly.
• Fry only one or two at a time. Hold them off the bottom until they start to blister (just a few seconds). Will take about 30 seconds to 1 minute to cook if the temp is right. Take care not to burn the cannoli. Check the temperature and adjust the heat regularly.
• Remove from the oil using tongs. Then use tongs and a fork to slide the tubes out of the cannoli shells while hot. Set aside on paper towels to drain and cool completely.