In a food processor, combine flour, sugar, and salt. Pulse briefly to mix.
Add cold, cubed butter and pulse until mixture resembles coarse crumbs.
Pour in the white wine and add the whole egg. Pulse until a dough forms.
Turn dough out onto a floured surface and knead until smooth, about 3-5 minutes.
Wrap dough in plastic and let it rest at room temperature for 1 hour.
Heat vegetable oil in a deep pot to 350°F for frying.
Roll out dough to 1/16 inch thickness and cut into 4-inch rounds.
Wrap dough rounds around cannoli forms, sealing edges with egg white.
Fry in batches, turning occasionally, until golden and crisp, about 1 minute per side.
Drain on paper towels and carefully remove shells from forms to cool.