Cut the rested dough into four pieces. Work with one piece at a time and keep the rest of the dough covered with a slightly damp cloth.
Begin by gently flattening a dough portion with your palms, then use a rolling pin to flatten it to about 1/4 inch thick.
Next, begin running through a pasta machine. Start at the widest setting (0) - For professional-looking results, fold and reprocess the dough through the first setting (0) until you get clean, uniform edges before proceeding to your final thickness.
Methodically work through each number—#1, #2, #3, #4, #5—until setting #6, which is about 1 mm in thickness.
Cut the dough into 4 to 5 inch rounds using a round cookie cutter - I used a small plastic bowl that I flipped upside down.
To form the cannoli, gently stretch two opposite sides to create an oval shape.
Place the cannoli tube diagonally across the oval dough. If your mold has a seam, don't position this seam where the dough edges will meet (to prevent sticking).
Moisten the top edge of the dough with water or egg, and then wrap the dough loosely around the tube. Press to seal the edge, avoiding the seam of the cannoli tube.
Ensure the dough isn't stretched too tightly around the tube—it should have room to expand during frying.