In a medium bowl, mix together the flour, sugar and cinnamon. Cut in the shortening until it is in pieces no larger than peas. Make a well in the center, and pour in the egg, egg yolk, Marsala wine, vinegar and water. Mix with a fork until the dough becomes stiff, then finish it by hand, kneading on a clean surface. Add a bit more water if needed to incorporate all of the dry ingredients. Knead for about 10 minutes, then cover and refrigerate for 1 to 2 hours.
2
Heat the oil to 375 degrees F (190 degrees C) in a deep-fryer or deep heavy skillet. Fry shells on the tubes a few at a time for 2 to 3 minutes, until golden. Use tongs to turn as needed. Carefully remove using the tongs, and place on a cooling rack set over paper towels. Cool just long enough that you can handle the tubes, then carefully twist the tube to remove the shell.
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