In a stand mixer, mix crisco and sugar until it is creamed together.
Add half the flour and cocoa powder and mix until combined.
Add the rest of the flour, marsala wine, vinegar, egg and salt.
Mix until it becomes a dough.
Knead it out on a clean surface and then cover with plastic wrap and let it rest in the fridge for 1 hour.
Once the dough has rested, cut it in half and knead it to make sure it is combined well, then roll it out with a rolling pin.
Then pass it through a pasta machine from setting 1 to 6, depending on how thin you would like your shells. We used setting 5.
Using a cookie cutter, cut out discs from the dough.
Wrap the dough around the cannoli form and secure the crease with water or egg whites.
In a large pot or pan for frying, fill with frying oil. You want enough oil to cover the cannoli shell.
Heat the oil up to 375F.
Carefully drop the cannoli shells into the oil. Fry until golden brown.
Remove the cooked cannoli shell from the oil and place to drain and cool on a prepared plate with paper towels.
wait until the cannoli shells are cool before taking out the form and re-using the form for the next batch.