Prepare the Dough: Combine flours and shortening. Add cinnamon, vanilla, honey, sugar, and salt. Mix thoroughly.
Add Wet Ingredients: Separate egg yolks and whites. Add yolks, Marsala, white wine, and vinegar to the mixture. If dry, add a bit of red wine for elasticity.
Rest the Dough: Wrap dough in clear wrap and refrigerate for two hours.
Roll and Cut Dough: Roll out dough thinly and cut with an oval-shaped cookie cutter.
Form Cannoli Shells: Wrap dough pieces around cannoli tubes, seal with egg whites.
Fry Cannoli Shells: Fry in oil at 180°C/356°F until brown and crispy.
Prepare the Filling: Mix ricotta, sugar, and cinnamon until well blended. For smoother filling, pass through a sieve.
Fill Cannoli: Fill the cooled shells with ricotta mixture using a piping bag.
Serve: Decorate as desired and serve.