In a large bowl, combine the flour, sugar, and a pinch of salt. Add the softened butter, egg, and dry white wine. Knead until a smooth, pliable dough forms. Wrap in plastic wrap and refrigerate for at least 30 minutes.
Meanwhile, prepare the filling: in a bowl, combine the Nutella, mascarpone cheese, powdered sugar, and vanilla extract. Mix with a spatula until smooth and creamy. Refrigerate for 20–30 minutes to firm up.
On a lightly floured surface, roll out the dough thinly. Cut into 10x10 cm (approximately 4x4 inch) squares. Wrap each square around a metal cannoli form. Moisten the edges with water and press firmly to seal, preventing 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 drain on paper towels. Once cooled, carefully slide them off the forms.
Using a piping bag, fill the completely cooled shells with the Nutella cream. Fill from both ends to ensure the inside is completely filled. Do not let them sit for too long, as the shell will lose its crispness.
Dust with a little powdered sugar before serving. The silky and rich flavor of the Nutella cream does not require extra decoration. Serve immediately to maintain the perfect texture and flavor.
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