Cut pumpkin into cubes and steam over boiling water for 20 minutes.
Mash or puree the pumpkin while it is still hot. Leave pumpkin aside to cool completely.
In a mixing bowl, combine pumpkin, lemon zest and mascarpone cheese. Mix by hand or with a stick blender on low speed.
Add the ricotta, icing sugar and spices to the bowl. Increase mixing speed to medium and mix until mixture is smooth and thick.
Once mixture is thick, transfer mixture to a piping bag and pipe into the cannoli shells. We recommend leaving mixture in an airtight container of the sealed piping bag in the fridge overnight to allow flavours to permeate the mixture.