In a large mixing bowl, combine the flour, sugar, and salt. Add the butter, egg, and white wine, then knead until you have a smooth, elastic dough. Wrap in plastic wrap and refrigerate for at least 30 minutes.
For the filling, combine the walnut cream, mascarpone cheese, powdered sugar, and vanilla extract. Mix thoroughly with a spatula until smooth and well combined. Refrigerate for 30 minutes to make it easier to pipe.
On a lightly floured surface, roll out the dough thinly and cut into 10x10 cm squares. Roll each square around a metal cannoli form, lightly moisten the edges with water, and press firmly to seal. This will prevent them from opening during frying.
Heat the oil in a deep pot to 350°F (180°C). Fry 2-3 cannoli at a time until golden brown. Remove and place on paper towels to drain excess oil. Once cooled, carefully slide the cannoli off the forms.
Using a piping bag, fill the cooled cannoli shells with the walnut cream. Ensure both ends are filled completely. To maintain crispness, fill just before serving.
Before serving, dust with powdered sugar. The aromatic, slightly smoky flavor of the walnuts pairs perfectly with the creamy mascarpone, so no further garnish is needed. Best enjoyed fresh.
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