Mix flour, shortening, salt, and sugar in a bowl.

Gradually add wine (or water) until a stiff, workable dough forms.

Shape the dough into a ball.

Let the dough rest for 1 hour.

Roll the dough out to a 1/8-inch thickness.

Cut the dough into 5-inch squares.

Wrap each square around a cannoli tube, ensuring the opposite corners meet.

Heat oil in a deep fryer.

Fry each cannoli one at a time until golden brown.

Remove from oil and let cool completely.