A cannolo (derivative of 'canna,' meaning 'tube' or 'cane') is a tubular shell, deep fried, then traditionally filled with ricotta cheese made from sheep's milk. Cannoli come to us from the island of Sicily, the land of scrumptious desserts, where they have been a staple since around the 9th century. They are believed to have been introduced by the Arabs who occupied the region during that time. Some believe that this delicacy dates back to before the time of Christ.
Today they are still made in pretty much the traditional way. However the sheep's milk has largely been replaced by bovine milk in the ricotta cheese, and cream fillings have long been popular. You'll even see the small finger-size cannoli in many Italian bakeries today.
Traditional giving required no less than one dozen cannoli in the gift package.