1 tablespoon (15 milliliters) Dutch process cocoa powder
2 tablespoons (30 milliliters) sugar
2 tablespoons (30 milliliters) olive oil
2 egg yolks, beaten
1 egg white, beaten
2 cups (480 milliliters) white wine
Vegetable oil, for frying
Crushed pistachios, for topping
3 cups (720 milliliters) mascarpone
1 cup (240 milliliters) drained ricotta
1 cup (240 milliliters) icing sugar
2 teaspoons (10 milliliters) vanilla extract
2 tablespoons (30 milliliters) pistachio paste
1/4 cup (60 milliliters) crushed pistachios
1 tablespoon (15 milliliters) orange zest
Sift the flour, cornstarch, sugar, and cocoa powder into a bowl. Make a well in the centre and add the olive oil. Add the two egg yolks. Gradually pull the flour mixture into the olive oil mixture, adding white wine as you work flour in. Knead until you have an elastic dough. Let rest for one hour.
Dust counter with flour. Turn dough onto counter and roll out into five 14 centimeter rounds. Wrap the dough around a large cannoli tube. Use some egg white to seal the edges closed. Repeat until all dough is used up.
Heat vegetable oil in a deep-sided pot to 375 F (190 C). Add the tubes wrapped with dough to the pot in batches, and fry until golden brown. Remove to a paper towel-lined plate to drain and cool for a few minutes. Before completely cool, carefully slide the tubes out of the shells. Let the shells cool completely before filling.
To make the filling, add ricotta, mascarpone, icing sugar, vanilla, pistachio paste, crushed pistachios, and orange zest to a bowl. Mix until combined.
Fill a pastry bag with the filling and fill shells. Dip each end into crushed pistachios.