In a large mixing bowl, combine the flour, sugar, and salt. Add the butter, egg, and white wine, then knead until a smooth dough forms. Wrap in plastic wrap and refrigerate for 30 minutes.
For the filling, combine the mascarpone cheese, powdered sugar, grated orange zest, and fresh orange juice in a bowl. Mix until smooth, then refrigerate for 30 minutes to allow it to become firm and chilled.
On a lightly floured surface, roll out the dough thinly. Cut into 10x10 cm squares, then wrap each square around a metal cannoli form. Moisten the edges with water and press together 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, then carefully slide them off the forms once cooled.
Using a piping bag, fill the cooled cannoli shells with the orange-mascarpone cream. Fill both ends to ensure even distribution of the filling. Fill just before serving to preserve the crisp texture of the shells.
Dust with powdered sugar before serving. The freshness and citrusy aroma of the orange perfectly complements the creaminess of the filling. No extra decorations are necessary – the flavor speaks for itself.
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