Begin by thawing the two pie doughs for approximately 10 minutes, making them easier to handle.
Preheat your oven to 425°F (220°C) to ensure the cannoli bake properly.
Prepare your cannoli forms by spraying them with cooking spray. Dust a clean cutting board with flour to prevent sticking.
Using a round cutter, cut 4½-inch circles from the pie dough. Aim for even-sized circles for a uniform appearance.
In a small bowl, create an egg wash by beating the egg with 1 teaspoon of water until well combined.
Wrap each dough circle around the cannoli forms, ensuring a good seal by brushing the edges with the egg wash.
Place the wrapped forms in the freezer for approximately 10 minutes. This helps in firming up the dough before baking.
Once chilled, transfer the cannoli shells to the oven and bake for 10 to 12 minutes, or until they are golden brown. Look for a crisp texture as a sign of doneness.
Allow the shells to cool fully before carefully removing them from the forms. This step is crucial to prevent breakage.
In a separate mixing bowl, combine the lemon curd, marshmallow fluff, and whipped topping. Mix until smooth and creamy, ensuring all ingredients are well incorporated.
Using a piping bag, fill the cooled cannoli shells with the lemon filling. Be generous but avoid overfilling to ensure they remain intact.
Finally, sprinkle the filled cannoli with powdered sugar for an elegant touch and serve immediately.