My Cannolis were amazing, the shell had such a nice flavor. I decided on a cream filling made with creamed cheese rather than ricotta. I like ricotta fine in my lasagna, but I just really do not care for it in cannolis.
Cream Filling for Cannolis
1/2 cup butter, softened
8 oz creamed cheese
1/2 cup confectioners sugar
1 tsp. vanilla
Cream butter and cheese with electric mixer, once smooth add sugar and vanilla and whip until light and smooth.
Fill a piping bag with filling (you can also place in a ziploc bag, and cut the corner out and accomplish the same thing) pipe filling into both sides of cooled and rolled cannoli shell. You only want to do this just prior to serving, otherwise your shells will get soggy. We used chocolate sprinkles, you can also dust with powdered sugar, and serve.
TIP: I tried my shells 2 different ways, I froze some of them, took them out of the freezer the day before, and baked in the oven shortly before filling, I also stored some of the shells in an airtight container for 2 weeks, then simply filled the shells, and some of the shells that were in the airtight container I did bake shortly before filling. The shells that were stored in an airtight container for 2 weeks (it didn't matter if I baked them briefly before serving or not) had a much better flavor than the ones that were frozen. In the future I will always store my shells in an airtight container for up to 2 weeks.
Also: I have a Chef's Choice 834 Pizzelle Pro Express to make the shells, and I have Fox Run Cannoli Forms, they come 4 forms to a box. I also recently purchased cream horn forms so I can try my hand at cream horns next.