Cream Puffs:

1. Preheat the oven to 425 degrees Fahrenheit. Line 2 baking sheets with parchment paper.
2. In a medium saucepan, combine the water, butter, and salt. Cook until the butter melts completely.
3. Add the flour all at once and mix vigorously with a wooden spoon, until the dough comes together in a ball. Continue cooking for a minute or two. Take off the heat.
4. You can do the rest of the steps by hand, or use a stand mixer, with a paddle attachment. If you are mixing it by hand, cool the batter for 5 minutes. Add the eggs, one at a time, until they are fully incorporated. If you are mixing the batter in a stand mixer (or a hand mixer), place the hot batter into the bowl and mix with a paddle attachment, until you don't see any more steam rising up from the bowl and then add the eggs one at a time. At first, the batter will look curdled, but it will eventually become smooth.
5. Pipe out the batter into 1½ inch circles, about 1- 1½ inches apart, on the prepared baking sheet. You can also drop the batter onto the cookie sheet with a spoon or use an ice cream scoop. When I pipe out the batter, I smooth out the top a bit with a damp finger.
6. Bake for 15 minutes.Without opening the oven, decrease the temperature to 375 degrees Fahrenheit, bake for another 8-10 minutes. While the cream puffs are baking, try not to open the oven door, or they will fall and deflate.You will have 35-40 cream puffs.
7. Cream puffs can be stored (without the pastry cream) in an airtight container for up to 2 days; freeze for longer storage. If you are not filling them right away, use a wooden skewer to poke some small holes in each cream puff, to let the steam escape. This will prevent the cream puffs from getting soggy on the inside.

Cannoli Cream:

1. In a standing mixer with a paddle attachment or using a hand mixer, cream the cream cheese and powdered sugar.
2. Add the mascarpone cheese, ricotta cheese, and vanilla. You can just fold in the mascarpone cheese and the ricotta cheese with a rubber spatula, since it's soft enough or mix with the mixer just until combined, about 30 seconds.
3. Pour in the cold heavy cream and starting mixing the mixture on low speed, gradually increasing to high speed.
4. Mix until the heavy cream is incorporated into the frosting, and it becomes thick and fluffy.

Assembling the Cream Puffs:

1. Transfer the cannoli cream to a pastry bag fitted with a star tip or a plain round tip.
2. Cut the pastries in half with a serrated knife and pipe the cannoli cream into the center and then cover with the top half of the pastry. You can also insert the tip of a round tip piping tip into the opening of each pastry, and pipe to fill with pastry cream.
3. Drizzle the top of the cream puffs with melted chocolate. (I place some chocolate chunks or chocolate chips into a bowl with half a teaspoon of butter or shortening and melt it in the microwave or over a double boiler on the stovetop.)
4. Serve immediately or store filled cream puffs in the refrigerator up to two days.