Make the cream filling: In a bowl, mix the mascarpone with the sugar until smooth. Gradually fold in the lightly whipped cream, mixing gently from bottom to top. Refrigerate until ready to use.

Sift the flour into a bowl, add the salt and sugar, and mix. Make a well in the center. Add the eggs, Marsala, and melted butter. Mix with a spoon as much as possible, then transfer to a work surface and knead by hand until smooth. You can also use a stand mixer with a paddle attachment. Shape into a smooth ball, wrap in plastic wrap, and refrigerate for at least 30 minutes.

Remove the dough from the fridge. Working with one piece at a time, roll it through a pasta machine, gradually thinning it with each pass until you reach the second-to-last setting.

Meanwhile, heat the oil to 350°F (180°C). If you have a thermometer, use it; a deep fryer is even better. Otherwise, test the oil by dipping in a wooden skewer—if bubbles form around it, the oil is ready.

Drain the cannoli on paper towels. Before serving, fill with the mascarpone cream and dust with powdered sugar, or simply dust with powdered sugar.