A bit of cinnamon, lemon and vanilla flavor these cannoli shells. To make pizzelle cookies, do not roll them after baking; simply transfer pizzelles to a wire rack to cool.
Whisk flour, cinnamon and salt in a medium bowl. Beat egg, egg white and sugar in a large mixing bowl with an electric mixer at high speed until thickened and pale, about 5 minutes. Beat in oil, butter, milk, lemon juice and vanilla with mixer at low speed. Add the dry ingredients and beat at low speed until just incorporated. Do not overmix.
Preheat pizzelle iron (medium heat for a stovetop iron). Place cannoli mold (or 1-inch dowel) by pizzelle iron.
Lightly oil the iron or coat it with cooking spray. Use 1 generous tablespoon batter for each pizzelle. Close iron tightly to press the batter into a thin layer. Bake until light golden, 30 to 60 seconds.
Immediately lift pizzelle from iron with a fork or small metal spatula and wrap it around cannoli mold. (If your iron makes 2 cookies, leave the second one on the iron, uncovered, to stay warm while you shape the first one.) Press hard on mold to seal overlapping edges of shell. Remove shell from mold and transfer to a wire rack to cool. (The shell will become crisp as it cools.) Repeat with remaining batter.
Make Ahead Tip: Store in an airtight container for up to 1 week.
Equipment: Pizzelle iron
1/2 starch, 1/2 fat
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