Valerie Bertinelli and guest Alex Guarnaschelli make cannoli with a hint of orange. Valerie starts by rolling out the dough and cutting it into circles before wrapping it around a cannoli tube and deep frying. Use a little water where the dough overlaps to help hold it together. Also, don't fry too many shells at the same time because it lowers the oil temperature, leading to soggy cannolis. Don't stuff the cannolis until you're ready to eat them. Fold fresh ricotta lightly with confectioner's sugar, mix in some vanilla extract and then add orange zest and chocolate shavings. Place the mixture into a pastry bag or regular plastic bag. Squeeze the mix into the cannoli, starting at one end and squeezing it into the middle before finishing up at the other end.