Combine both types of flour and half the vegetable shortening in a large bowl.
Sprinkle a dash of cinnamon on top, then add vanilla extract, honey, sugar and salt.
Combine ingredients thoroughly using a large spoon.
In another bowl, separate the egg yolks and whites.
Add the yolks, Marsala, white wine, and red wine vinegar into the mixture, and this time, combine using your hands.
If it looks too dry, add a touch of red wine until it reaches an elastic consistency.
Wrap the dough tightly in clear wrap and let it rest in the fridge for two hours.
After it has rested, roll the dough out with a large rolling pin into a thin layer.
Using an oval-shaped cookie cutter, cut the dough into pieces and place them in a row, gently stacking the edges on top of each other.
Using a pastry brush, coat the cannoli with the egg whites.
Wrap each piece of dough around individual cannoli tubes.
Preheat a deep fryer with the cooking oil of your choice to 180°C/356°F.
Fry each shell until it is brown and crispy.