How to make canollis without a deep frier?
The very nature of cannolis is that they are deep fried, but you don't need a fryer for that, a large pot, a half liter or so of neutral oil and a thermometer are all that you need. Like doughnuts, fried is the way to go, but they can be baked (if you must). Here's a sample recipe: Baked Cannolis.