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Preheat the oven to 350°F with a rack in the center. Line three baking sheets with parchment.
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To make the cookies: In a medium bowl, whisk together the flour, cornstarch, baking powder, baking soda, and salt. Set aside.
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In a medium bowl, whisk together the olive oil, egg, vanilla, sugars, and zest until combined.
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Add the dry ingredients to the bowl with the wet ingredients and mix with a flexible spatula until homogenous; the dough will be soft.
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With a level Teaspoon Scoop, portion the dough into 12 scoops (about 12g each) per pan, spacing them evenly apart. (If you only have one baking sheet, scoop 12 cookies and allow the remaining dough to rest at room temperature, covered, until the first batch is done baking.)
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Bake the cookies, one sheet at a time, for 11 to 14 minutes, until the cookies are golden brown all over and the edges are set. (They’ll puff up slightly then settle into flat disks.) Remove the cookies from the oven and cool on the pan. Repeat with the remaining dough.
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To make the filling: In the bowl of a stand mixer fitted with the flat beater or in a large bowl working with an electric hand mixer, beat the ricotta and butter until fully combined and light in color, about 1 minute on medium speed. Scrape down the bowl and add the zest, vanilla, and salt. Mix to combine.
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To the butter mixture, add about half of the confectioners’ sugar and mix to combine on low speed. Scrape down the bowl, add the remaining sugar, and mix until fully combined. The mixture should be firm and spreadable; if it’s too thick, add 1 to 2 teaspoons of water.
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To assemble the cookies: Once the cookies are cool, flip half over so that the bottoms are facing up. Distribute a generous tablespoon of filling (about 27g) on each of the flipped-over cookies; a Tablespoon Scoop works well for this. Top with the remaining cookies, pressing the flat sides into the filling.
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To garnish: Place the finely chopped pistachios or mini chocolate chips into a shallow bowl. Roll the sides of the cookies in the nuts or chips, pressing gently so that the decoration adheres to the exposed filling.
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Chill the filled cookies in the refrigerator for at least 30 minutes, or up to overnight, to help the filling set.
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Storage information: Store leftover cannoli cookies in an airtight container in the refrigerator for up to 3 days, after which they’ll start to soften. For longer-term storage, store the cookies and filling separately and assemble as needed. (Unfilled cookies will last up to 10 days, stored airtight, at room temperature; the filling will last up to 1 week, stored airtight, in the refrigerator.)
