In a medium bowl, combine the ricotta cheese and powdered sugar until smooth and creamy. Tip: If the ricotta is too wet, strain it to prevent a runny filling.
Add the ground walnuts, vanilla extract, lemon zest, and dark rum. Mix well to combine. Tip: Toasting the walnuts can add extra flavor to the cream – do this in a dry skillet for a few minutes.
Transfer the cream to a piping bag and refrigerate for at least 15 minutes to allow it to firm up slightly. Tip: Chilling allows the walnuts to infuse the cream with even more flavor.
Gently fill the cannoli shells with the chilled rum and walnut cream from both ends. Tip: Avoid overfilling to prevent the shells from cracking, and always fill just before serving.
Dust the filled cannoli with powdered sugar, and garnish with a sprinkle of ground walnuts if desired. Tip: For extra texture, use coarsely chopped toasted walnuts on top.
Serve the finished cannoli on a rustic plate as a dessert or for a festive gathering. Tip: It pairs perfectly with a glass of dessert wine or an espresso.
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