Place 00 flour, durum wheat flour, caster sugar and pinch of salt in a large mixing bowl. Add the lard or butter and work this into the flour mixture with your fingertips.
Add the Marsala wine and vinegar and mix everything well.
Take the dough out of the bowl and knead it well on a lightly floured surface for about 5 minutes until smooth.
Cover the dough with a plastic wrap and let it rest for about 30 minutes.
Roll out the dough and fold it in half. Roll it out again and fold it in half again. Repeat this at least 7 times. Keep in mind, the more you fold it, the better. You may use a pasta machine, if you have one, or a rolling pin.
Roll out the dough until it is about 1/16” or 1-2 mm thick. Using a pastry cutter, cut the dough into circles, large enough to comfortably wrap around your cannoli tube. Reuse any leftover dough to make the remaining dough circles.
Lightly grease one cannolo tube, wrap the dough around it and seal it shut using some egg white. Be careful not to get any egg white between the dough and the cannolo tube.
Heat up the lard or vegetable oil to around 360°F / 180°C. Cook the cannoli shell in the oil for about 3 to 5 minutes until they turn golden brown. Use a pair of kitchen tongs to hold the cannoli down in the frying oil, as they will try to float to the top.
Remove the cannoli and set aside to one side and let them drain on paper towels. When cool enough to handle, gently pull out the cannoli tubes.