Mix well the dry ingredients (flour, salt, sugar and, if using, cocoa) in a large mixing bowl or the bowl of a standing mixer. Incorporate the lard, then an egg yolk and the vinegar if using, then add the wine bit by bit until you get a soft and pliable, but not sticky, ball of dough. Knead until smooth and elastic. Wrap in plastic wrap and let rest in the fridge for at least an hour.
Roll out the dough into thin sheets. Cut out circles with a pastry ring about 8cm/4 inches wide. (You can also cut the dough into similarly sized squares.)
Wrap the circles around the cannoli tubes, making sure their ends overlap. Brush the inside of one end with a bit of egg white (or water), then press them together to ensure the two ends adhere to each other.
Deep fry in moderately hot (180C/350F) oil until golden on all sides. If done right, bubbles should form on the surface of the dough as it fries. Drain and let cool completely, then gingerly slip the shells off their tubes. Let the tubes cool completely before proceeding with the next batch.
Repeat as necessary until you use up all the dough.