Heat a pot of cooking oil over medium heat to 350 degrees Fahrenheit.
Combine the first three dry ingredients in a mixing bowl. Add butter and egg white.
Next, gradually pour in wine while stirring, ensuring that a dough forms.
Knead the cannoli shell dough for 6-8 minutes by hand until smooth.
Flatten the cannoli dough into a disk, wrap it in plastic wrap, and chill for at least a couple of hours or overnight.
Once the dough has rested, divide it into 8 equal parts.
Use a rolling pin to get the dough to an even 1/4" thickness.
Cut circles out of the rolled dough.
Wrap each circle of dough around a cannoli mold and dampen the connecting edges with a little water so they remain sealed.
Fry the cannoli in batches on each side for 1-2 minutes.
Remove the fried cannoli from the oil and drain them on paper towels.
Carefully remove the shells from the molds.