Sift the flour and salt into a bowl. Add the lard and rub it into the flour with your fingers until it forms a breadcrumb-like texture

Add the Parmesan and mix thoroughly

Make a well in the middle of the mixture and add the egg and the wine. Bring the mixture together with a fork, then knead with your hands to make a smooth dough. Wrap the dough in cling film and leave in the fridge for two hours

Meanwhile, put the Parma Ham in a food processor and whizz until finely chopped

Add the ricotta cheese and blitz until combined. Transfer the mixture into a piping bag and refrigerate until ready to use

Using a pasta machine or a rolling pin, roll the dough out until it’s as thin as you can get it – about 1.5mm

Using a round cutter, cut the dough into circles a little shorter than your cannoli moulds (you should get approximately 16)

Pull the two sides of the circles until they form ovals the same length as your cannoli moulds. Wrap them around the moulds and press firmly on the overlap to seal

Heat the oil in a large, deep pan to 180°C

Carefully lower each cannolo into the oil using a slotted spoon. Cook until golden brown, about 1 minute

Remove from the oil and leave to dry on kitchen towels. Remove the mould carefully as soon as it is cool enough. If you're dropping them into cold water to cool them down quickly, ensure they are completely dry before lowering into the oil again, otherwise it will splutter. Continue until all the dough has been used and you're left with 16 cannolo shells

Pipe the Parma Ham and cheese mixture into both ends of each cannolo. Garnish each end of the cannolo with chopped capers and serve