Preheat the pizzelle iron. To make the batter, combine all ingredients in a large bowl and stir until combined. The batter will have a slightly thicker consistency then a pancake batter.
When the pizzelle iron is hot, place about 1 tablespoon of batter per pizzelle on the iron. Cook until pizzelle are a light golden color, about 1 minute.
When they are ready, unmold hot pizzelle with a spatula and immediately wrap around the cannoli form. As they set rather quickly, it is realistic to mold one out of every second pizzelle. Save the others to eat as is.
For the ricotta filling:
To make the filling, combine all ingredients in a bowl and mix well. Whisk until smooth.
Right before serving, fill a pastry bag with the ricotta mixture and pipe each pizzelle shell from both ends until full. Alternately, fill a medium sized freezer bag with the filling and snip off the bottom corner to make a small hole for piping. Before serving, dust with powdered sugar.
The recipe calls for Anisette liqueur but Sambuca may also be substituted. Another alternative would be anise extract. Use between 1-2 teaspoons of extract.The pizzelle will begin to harden right away when removed from the pizzelle iron. Shape using a cannoli mold immediately.In order to prevent filled pizzelle from becoming soggy, fill them right before serving. The shells will keep in a well sealed container, in a cool dry place for weeks.