Growing up in Chicago and having access to wonderful ethnic bakeries, I always loved cannoli and cakes with cannoli filling from the Italian bakery. We are now in the Rio Grande Valley in Texas, there isn't an Italian bakery or store to be found. I have done a google search for cannoli fillings to make a cake for Thanksgiving, and if it goes over well, I will add it to my list of fillings available for cake orders. Since the recipes call for ricotta cheese, will the cake have to be refridgerated? I know the cannoli in the shell were always in the fridge, but I can't recall if we kept the cake in the fridge also.