Prepare the ingredients: chop the smoked salmon into small pieces, finely chop the parsley, zest the lemon, and drain the capers. Tip: Always rinse the salty brine from the capers to avoid an overly intense flavor.
In a large bowl, combine the ricotta, chopped smoked salmon, capers, lemon zest, parsley, salt, and pepper. Use a fork to loosen the ricotta. Tip: Lemon zest adds freshness to the dish, but only grate the yellow part, as the white part can be bitter.
Fill the cannelloni pasta tubes with the salmon mixture. The easiest way to do this is with a small spoon or a piping bag. Tip: Do not pre-cook the pasta; it will soften in the creamy sauce during baking.
Pour half of the heavy cream into a medium-sized baking dish, then place the filled cannelloni in a row. Cover them with the remaining cream and sprinkle with grated Parmesan. Tip: The Parmesan will give the top a beautiful golden color when baked.
Cover the baking dish with aluminum foil and bake in a preheated oven at 350°F (180°C) for 25 minutes. Then remove the foil and bake for another 10 minutes, until the top is golden brown. Tip: The top is perfect when it's lightly golden brown and crispy.
Let it rest for 5 minutes before serving, so the flavors meld together and the filling doesn't run out when slicing. Tip: Resting also helps with a nice presentation.
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