- In the bowl of a stand mixer fitted with a paddle attachment or a large bowl, combine the flour, sugar, cinnamon, and salt. 
- Mix in the vegetable shortening until the texture becomes crumbly. 
- Add the vinegar, egg, and marsala wine and mix just until a smooth dough comes together. 
- Cover with plastic wrap and allow the dough to rest at room temperature for 1 hour. 
- Line a baking sheet with paper towels and set aside. 
- Pour 2 inches (5 centimeters) of oil into a large saucepan and heat to 375˚F (190˚C). 
- Divide the rested dough in half and place one piece on a lightly floured work surface. Cover the other with plastic or a towel. 
- Using a rolling pin or a pasta machine, roll the dough into a thin sheet, flouring just as needed to prevent sticking. 
- Use a 4 inch (10 centimeter) round cutter or top of a glass/bowl to cut out circles from the dough as close together as possible (the scraps will be difficult to roll out again). Cover the circles with a towel and repeat with remaining dough. 
- Wrap one circle around a standard cannoli tube/form, brushing the edges with water and pressing together completely to seal. Repeat with remaining tubes.  
- Gently add the tubes, 3-4 at a time, to the hot oil and fry until lightly golden. 
- Carefully remove the tubes from the fried dough using tongs and return the shells to the oil for a few more seconds to fry the interior briefly. Set the tubes aside to cool. Remove the golden shells to the towel-lined baking sheet.  
- Once the tubes are cool enough to handle, repeat with remaining rounds of dough. Allow the shells to cool to room temperature. 
- If desired, dip each edge of the cooled cannoli shell in melted chocolate for a variation and allow to set before filling.