Ingredients

1. 4 tablespoons unsalted butter, at room temperature
2. 2/3 cup sugar
3. 2 large egg whites, at room temperature
4. 1/2 cup all-purpose flour
5. 1/2 teaspoon finely grated orange zest
6. 3/4 teaspoon pure vanilla extract
7. Pinch of salt
8. 1 cup mascarpone
9. 1 cup heavy cream
10. 1 teaspoon pure coffee extract
11. Confectioners' sugar, for dusting

Directions

1. Preheat the oven to 375°. Line 2 baking sheets with parchment paper. Trace three 4-inch circles on each with a pencil; turn the parchment over. 
2. In a medium bowl, using an electric mixer, beat the butter with 1/3 cup of the sugar until fluffy. Add the egg whites and beat until blended. Add the flour, orange zest, 1/4 teaspoon of the vanilla and the salt and beat until smooth. 
3. Using a small offset spatula, evenly spread 1 tablespoon of the batter into each circle. Bake the cookies, 1 sheet at a time, for 8 to 9 minutes, or until lightly golden and browned around the edges. Immediately roll each cookie around a 1-inch-wide tube or dowel and let cool until crisp. Carefully remove the cannoli from the tubes and transfer to a wire rack. Repeat twice with the remaining batter to make 18 cookies. 
4. In a medium bowl, using an electric mixer, beat the mascarpone at medium speed with the cream, the coffee extract and the remaining 1/3 cup sugar and 1/2 teaspoon of vanilla until firm peaks form. 
5. Fill a pastry bag fitted with a 1/2-inch star tip with the coffee cream. Carefully pipe the mascarpone cream into both ends of the cookies, finishing with a small rosette at each end. Transfer the cannoli to a platter, dust them with confectioners' sugar and serve.

Make Ahead

The cookies can be stored in an airtight container at room temperature for up to 3 days.