For 4 servings:
To make the pastry, sift the flour into a bowl with cocoa, cinnamon and salt, then stir in the sugar, wine and olive oil. Knead together to form a smooth, workable dough. Wrap in clingfilm and leave at room temperature for about 1 hour.
To make the filling, push the ricotta through a sieve into a bowl and beat in the icing sugar. Stir in the grated chocolate, ground cinnamon and chopped peel. Cover and chill.
Cut the dough into 4 piecesand roll out each piece very thinly with a pasta machine (or by hand). Using a biscuit cutter, stamp out at least 40 rounds from the pastry sheets. Lightly roll each round to make an oval shape. Curl each one around a cut cane and brush the overlap with egg white to seal (don’t get the egg white on the cane or you won’t get the biscuit off).
Fill a deep-fat fryer with oil and heat to 190°C (375°F). Deep-fry the cannoliche-wrapped canes in batches of 3-4, turning them as they cook. When little bubbles appear on the pastry, the shells are ready. Lift out the cannoliche with a strainer and drain on kitchen paper. When cool, carefully ease them off the canes.
Fill them with ricotta mixture using a piping bag and nozzle. After filling, dust with icing sugar and serve immediately.