1. Prepare the batter according to the directions in the recipe. Heat the pizzelle press and grease very lightly. Scoop the batter into the press and cook as directed.
2. As each pizzelle comes off the press, quickly roll it around a cannoli mold while it’s still hot. Wrap it tightly and place it seam-side down on a baking rack. Let cool completely (they will continue to crisp up as they cool).
3. In a large bowl, beat the ricotta and mascarpone together for 2 minutes, until well combined and smooth. Then beat in the sweetener and vanilla extract.
4. In another bowl, beat the whipping cream until it holds stiff peaks. Gently fold into the ricotta mixture.
5. Pipe the filling into one end of the shells, filling halfway, then pipe into the other end. You can also spoon it in with a small spoon.
6. If you plan on dipping the ends in chocolate, you need to do this before you fill them with cannoli cream. Melt about 1 1/2 ounces of sugar-free chocolate and dip the ends of the cooled shells in the chocolate. Set on a waxed paper lined baking sheet. Refrigerate 20 minutes to set.
7. You can also add mini chocolate chips or chopped nuts to the ends of the filling. Dust the finished cannoli lightly with powdered sweetener