Mix the flour, egg, marsala, vinegar, room temperature butter and a pinch of salt in a bowl.
When the mixture has the right consistency, transfer it to a floured work surface and continue to work it. Roll the dough out into a thin sheet using a rolling pin.
Cut out 10cm discs of dough using a pastry cutter.
Wrap each disc around a cannoli mould and seal it by pressing the ends together very well. Once the cannoli are ready, fry them in hot oil until they are golden. This should only take 2 or 3 minutes.
Strain the, let them dry on kitchen paper and allow them to cool.
Prepare the filling in the meantime: mix the sheep ricotta with chopped basil, salt, and pepper. Mix well until you get an even mixture.
After removing the mould from each cannolo, put the filling into a piping bag and fill them all.
Dip one end of the cannoli in the pistachio crumbs so that they stick to the filling. Garnish the other end with a slice of Prosciutto di San Daniele.
Now your cannoli are ready to be tasted.