‘Leave the gun. Take the cannoli.’ Being of Sicilian background and writing a book on gelato, you didn’t think I would leave out a Godfather reference now, did you?
Traditionally, Sicilian cannoli are made with sheep’s milk ricotta, but it can be hard to find. Cow’s milk ricotta works just as well, but there is a difference in flavour, so it’s worth the extra effort if you can find it.
The recipe also uses cannoli shells; I’ve provided the recipe if you want to make them yourself. Don’t worry if you don’t have any metal cannoli tubes for shaping the cannoli, simply deep-fry the pastry as squares. They are only going to get broken up anyway, so you don’t really need the tubes.
Another option is to buy some unfilled shells from your nearest Italian cake shop. You can either break them up like I suggest in the recipe, or for something different, leave them whole and stuff them with the ricotta gelato so that they look like real cannoli.