I don't understand all the luv for Mike's Pastry, whose cannoli I find
indistinguishable from any average stuff in town. There are tons of
smaller bakeries within a few blocks that make as good and sometimes
better. I second Modern; also some of the cafes, such as Vittoria,
sometimes provide good ones. To answer the OP:

Shell - made fresh that day; not dark, thick, and hard crunchy (this
type is used for prefilled ones) but rather lightish with many frying
bubbles and breaking into small flakes.

The filling must be piped in while the buyer watches:

Filling - sweetened ricotta or mascarpone. Nothing else. No chocolate,
no custard. A few (few) mini-chocolate chips or tiny dice of candied
fruit for small children. A dusting of pistachio, chocolate, or jimmies on
the ends is tolerable but not preferred. By the way, I've never
encountered (shudder) peanuts dyed green: I've seen and tasted
walnuts dyed green, which is almost as bad.