Combine flour, sugar, cinnamon, and salt in a large food processor. Add butter and pulse until the mixture resembles coarse crumbs. Add eggs and wine, pulsing just until the dough comes together. Transfer to a clean surface and knead until smooth (maybe be a few times, may take up to 10 minutes - add more water if needed).
3 1/2 cups all-purpose flour, 1/4 cup granulated sugar, 1/2 teaspoon ground cinnamon, 1/2 teaspoon salt, 4 Tablespoons cold salted butter, 2 large eggs, 1/2 cup sweet Marsala wine
Cover dough with plastic wrap and refrigerate for 1 hour.
Roll out the dough on a lightly floured surface with a rolling pin until as thin as possible (about 1/8-inch thick) or use a pasta maker to roll thin sheets of dough.
ALTERNATIVE: Divide cannoli dough into 3 balls. Flatten enough to run through a pasta press. Continue running through progressively thinner settings until the dough is as thin as possible. Lightly dust with flour, if necessary. Cover with a damp cloth to prevent the dough from drying out.
Cut out 4-inch circles with a round biscuit or cookie cutter. Stretch the circles into 5-inch ovals. Reroll and cut out scraps. Lightly dust the circles with flour to help prevent sticking to the cannoli forms later.
Wrap each oval of dough around a cannoli form, overlapping the edges. Brush one edge with egg white, then press the other edge into it to seal so it doesn't come apart while frying. Repeat with remaining dough.
Heat 4 inches of oil in a large dutch oven or deep fryer until it is between 350°F and 375°F.
Vegetable or peanut oil
Carefully transfer 3-4 cannoli forms with dough into the hot oil with tongs. Cook for 2-3 minutes until golden brown, then carefully remove and transfer to a wire rack set over a baking sheet to drain and cool. Repeat with remaining cannoli dough until all shells have been fried. Remove molds from the shells while still warm to prevent the cannoli shells from sticking and cool completely before filling.