You can use white or red, any variety, but the red will tint the dough (it won’t alter the taste). If you cannot consume wine, substitute buttermilk.
Baked Shells Option:
If you want to bake the shells instead of frying, bake at 350 degrees for 15 minutes or until golden brown.
You should only fill the cannoli right before you are planning on serving them so the shells do not get soggy. Only fill as many cannoli as you plan on eating!
Make-Ahead Shells:
The shells can be fried, cooled, and stored in an airtight container for up to 7 days before filling. They can also be frozen for up to 1 month in an airtight container.
Make-Ahead Filling:
The filling can be kept in an airtight container in the refrigerator for up to 5 days. Freezing is not recommended, as it can become watery when thawed.