In large bowl add the flour, sugar, cinnamon, and salt. Whisk to combine.
Add the egg yoke, wine, and oil. Mix until dough forms and is smooth. If it is too crumbly, add another tablespoon of wine and mix.
Turn dough ball out onto the counter and flatten slightly with the palm of your hand. Wrap in plastic wrap and let rest 30 minutes.
Heat oil for frying to 350Fº. Make sure to use a heavy bottomed pan like a dutch oven.
Flour your work surface and rolling pin. Roll 1/4 of the dough out as thin as possible, about 1/8 inch. Repeat with the remaining dough.
Using a 4-inch cookie cutter or biscuit cutter, cut out dough circles.
Wrap each dough round onto a cannoli mold. Seal the edges together with egg white. Place into hot oil using tongs. (Do not just drop the molds into the oil) and make sure each is coated with oil. Fry until golden brown and crispy, about 3 minutes.
Remove cannolis from oil and remove the mold once cool enough to handle.
Repeat with any remaining dough.
Let all shells cool completely.