Classic Cannoli

Place all the shell ingredients in a food processor and process until a soft dough forms, 3 to 4 minutes. (The ingredients can also be mixed in a large bowl by hand.) Transfer to a lightly floured work surface and knead until combined and smooth, about 5 minutes. Cover with plastic wrap and refrigerate for 1 hour. (The dough will be very soft.)

In a large bowl, stir together both cheeses, the confectioners’ sugar, vanilla, and orange zest (if using) until well combined. Spoon the filling into a large piping bag fitted with a wide star or round tip. Set aside at room temperature while you make the shells.

Remove the dough from the refrigerator and divide into four pieces. On a lightly floured work surface, roll out one piece of dough to 1⁄4-inch thickness. Using a 3- or 4-inch round cutter, cut out as many disks from the dough as you can, then reroll the scraps and cut more disks. Roll each round of dough into a very thin oval shape. Sprinkle with flour as needed if the dough becomes too soft. Repeat with the remaining three pieces of dough.

Line a baking sheet with paper towels and place the mini chocolate chips into a small bowl. In a medium Dutch oven, heat the neutral oil over medium-high heat until it reaches 350°F on a candy or deep-fry thermometer.

Wrap the dough disks around the cannoli molds and use a little bit of water to seal. Working in batches, use tongs to place dough seam side down and fry until golden brown, 1 to 2 minutes. (The seams will try to release, so use a fork or tongs to press them back into place as they fry.) Once the seams are firmly attached, roll the cannoli shell to the other side and continue frying until it’s golden brown, 1 to 2 minutes more. Transfer the shell to the prepared baking sheet and let cool completely. (The molds will be very hot.)

Once cooled, carefully slip the shells off the molds and fill the shells with the cheese mixture. Press some mini chocolate chips into the filling at each end of the cannoli and sift confectioners’ sugar over the shells.