In a medium saucepan fitted with a thermometer, pour oil until it comes 2" up the sides. Heat over medium-high until the thermometer registers 375°.
In the meantime, divide dough in half; rewrap one half and chill until ready to use. Roll the dough out onto a lightly floured surface to about 1/16" thick. If rolled too thin, the dough will lose its distinguishing bubbled surface; however, if the dough is too thick, it will become tough and challenging to chew. Cut out rounds with a 4-inch cookie cutter. Re-roll scraps until the dough is fully used. Repeat with the other half of the dough.
Beat reserved egg white until loose. Work with one round at a time and cover remaining rounds with plastic wrap; prick each one in several places with a fork. Dip your finger in the beaten egg white and wipe on one edge of the round. Wrap dough loosely around cannoli tubes and gently press seam to flatten and adhere.
Line a rimmed baking sheet with a double layer of paper towels. Carefully drop the prepared shells into the oil, gently turning them as they cook to create an even color. After 4 to 5 minutes they will become a deep golden brown, at which point they are done. Transfer to the prepared baking sheet. Let cool slightly, then slip shells off of tubes. Let the tubes cool completely before repeating the process with the rest of the dough.
Fill a large pastry bag with filling and snip off the end. Pipe into cooled shells, working from the center to one end. Then turn the shell around and, just as before, pipe from the center of the shell to the opposite end.
Decorate exposed filling on each end with candied orange peel, pistachios, and/or chocolate. Generously dust cannoli with powdered sugar. Consume immediately!