In a large bowl, combine the flour, granulated sugar, and a pinch of salt. Add the butter, egg, and white wine, then knead until a smooth dough forms. Cover and refrigerate for at least 30 minutes.
For the filling, mix the mascarpone cheese, powdered sugar, and bourbon vanilla extract in a bowl. Use a spatula to make it smooth, then refrigerate for 30 minutes to make it easier to pipe.
On a lightly floured surface, roll out the rested dough thinly. Cut into 10x10 cm (approximately 4x4 inch) squares, then wrap them around metal cannoli forms. Moisten the edges with water and press together to seal.
Heat the oil to 350°F (180°C) in a deep pot. Fry 2-3 cannoli at a time until golden brown. Place on paper towels to drain, then slide them off the forms when cooled.
Using a piping bag, fill the cooled cannoli shells with the vanilla mascarpone cream. Fill both ends evenly. Fill only before serving to prevent the pastry from becoming soggy.
Dust with powdered sugar before serving. The distinctive aroma of bourbon vanilla blends seamlessly with the creaminess of mascarpone – elegant on its own, requiring no further embellishment.
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