In a large bowl, combine the flour, sugar, and salt. Add the butter, egg, and white wine, and knead until a smooth, elastic dough forms. Wrap in plastic wrap and chill in the refrigerator for 30 minutes.
In a separate bowl, whisk the mascarpone cheese with the powdered sugar, eggnog liqueur, and vanilla extract until smooth. Work until smooth with a spatula, then refrigerate for at least 30 minutes to thicken.
On a lightly floured surface, roll out the dough thinly. Cut into 10x10 cm (approximately 4x4 inch) squares and wrap around metal cannoli forms. Moisten the edges and press to seal, preventing them from opening during frying.
Heat the oil to 350°F (180°C). Fry 2-3 cannoli at a time until golden brown. Drain on paper towels. Once cooled, carefully slide them off the forms.
Using a piping bag, fill the cooled cannoli shells with the eggnog mascarpone cream. Fill both ends, ensuring the cream is evenly distributed. Fill just before serving to prevent the shells from getting soggy.
Dust with powdered sugar before serving. The sweet, vanilla aroma of the eggnog liqueur and the smooth texture of the mascarpone cheese create a harmonious combination. Garnish is unnecessary – keep the presentation simple and elegant.
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