Chocolate Cannoli Cannoli [kan-OH-lee]; sing. Cannolo [kan-OH-loh] An Italian dessert consisting of tubular or horn-shaped pastry shells that have been deep-fried,  then filled with a sweetened filling of whipped ricotta, often with whipped cream and/or mascarpone, bits of chocolate, candied citron, and sometimes nuts. What is Mascarpone? Mascarpone [mah-skar-POH-nay] Hailing from Italy's Lombardy region, mascarpone is a buttery-rich, double-cream