If the ricotta is watery, drain it for a couple of hours beforehand. Mix it with the powdered sugar until smooth and creamy. If you like, add cinnamon and some chopped candied fruit. Cover and refrigerate until ready to use.

On a work surface, combine the flour, granulated sugar, salt, egg yolks, and lard. Mix until the texture is crumbly. Add the Marsala, vinegar, and lemon zest, then knead until you have a smooth dough. Wrap in plastic wrap and refrigerate for 2 hours.

After chilling, take a piece of dough and roll it out with a rolling pin until it's no more than 1/16 inch (2 mm) thick. The dough needs to be thin to create the classic bubbles when frying.

Place a metal cannoli tube in the center and use a pastry cutter to cut an oval shape, keeping the tube inside. Brush the edges with lard, overlap the ends to seal, and fry immediately. (Fry each one as you prepare it, not all at once.) Fry at 330–340°F (165–170°C).

Once golden, drain on paper towels and gently remove the tube by twisting.

When the shells are cool and just before serving (never earlier), fill them with the ricotta mixture and decorate as desired.