In a bowl, combine the flour, sugar, and salt. Add the butter, egg, and white wine. Knead until you have a smooth dough. Wrap in plastic wrap and refrigerate for 30 minutes.
For the filling, combine the mascarpone cheese, powdered sugar, Baileys Irish Cream liqueur, and vanilla extract in a bowl. Mix gently with a spatula until smooth. Refrigerate for at least 30 minutes to allow the cream to thicken and become creamy.
On a lightly floured surface, roll out the dough thinly. Cut into 10x10 cm (approximately 4x4 inch) squares and wrap each square around a metal cannoli form. Moisten the edges with water and press firmly to seal, preventing them from opening during frying.
Heat the vegetable oil to 180°C (350°F). Fry the cannoli until golden brown. Drain on paper towels. Once cooled, carefully slide the cannoli off the molds.
Using a piping bag, fill the cooled cannoli shells with the Baileys mascarpone cream. Fill both ends of each cannolo to distribute the cream evenly. Fill the shells just before serving to prevent them from becoming soggy.
Dust with powdered sugar before serving. The delicate flavor of Baileys and the silkiness of mascarpone create a harmonious pairing. No extra garnish needed - the taste and texture speak for themselves.
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