In a bowl, combine the flour, sugar, and a pinch of salt. Add the butter, egg, and white wine, then knead until you have a smooth dough. Cover and refrigerate for at least 30 minutes to allow the dough to relax and become easier to roll.
For the filling, in a separate bowl, mix together the hazelnut cream, mascarpone cheese, powdered sugar, and vanilla extract. Use a spatula to achieve a smooth, creamy consistency. Chill for at least 20 minutes to make it easier to pipe.
On a lightly floured surface, roll out the dough thinly and cut into 10x10 cm (approx. 4x4 inch) squares. Wrap the squares around metal cannoli forms. Moisten the edges with a little water and press firmly to seal, preventing them from opening during frying.
Heat the oil in a deep pot to approximately 350°F (180°C). Fry the cannoli until golden brown, then drain on paper towels. Once cooled, carefully slide them off the forms.
Using a piping bag, fill the cooled shells with the hazelnut cream filling from both ends. It's important to serve them fresh to maintain the crispiness of the pastry. The cream is rich, sweet, and has a silky texture.
Dust with powdered sugar before serving. Due to the intense flavor of the hazelnut cream, no other garnishes are necessary. The best taste is achieved immediately after filling.
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