Mix together flour, shortening, salt and sugar.
Add enough wine to make a stiff but workable dough.
Roll dough into a ball and let it stand for about 1 hour.
Roll dough out 1/8 inch thick.
Cut rolled dough into 5x5 inch squares.
Place a cannoli tube across dough square on an angle (from top left corner to bottom right corner).
Wrap one corner around the tube, then the other (which should overlap the first).
Press together to seal seam.
Fry in deep fat, one at a time, until deep golden brown.
Carefully remove fried cannoli shell from tube.
Cool completely before filling.
***Cannoli tubes are usually made from sheet aluminum and should be 8 inches long by 1 inch in diameter.
