In the bowl of a stand mixer fitted with a paddle attachment or a large bowl, combine the flour, sugar, salt, and cinnamon. Mix in the red wine vinegar, lard, egg, and marsala until dough comes together.
Line a baking sheet with paper towels and set aside. In a large saucepan, add oil until 2-3 inches deep. Place over medium heat to 375˚F.
Divide the dough in half. Cover one half with a towel or plastic wrap and place the other on work surface.
Use a pasta machine or rolling pin to roll the dough into a sheet about 1/8th inch thick. Use a 4 inch round cookie cutter or top of a glass/bowl to cut out rounds from the dough. Cover the formed rounds with a towel and repeat with remaining dough.
Wrap one round around the cannoli mold, sealing the edges together with water and pinching to close. Repeat with remaining molds. Gently add the molds, 3-4 at a time, to the hot oil and fry until lightly golden. Carefully remove the molds from the fried dough using tongs and fry the shells for a few more seconds, setting the molds aside to cool. Remove the golden shells to the towel-lined baking sheet. Once the molds are cool enough to handle, repeat with remaining rounds of dough. Allow to cool.