Thaw the pie crust rounds for about 10 minutes while preheating the oven to 425°F (218°C). Grease the cannoli forms.

Roll out the pie crust and cut it into 4 1/2-inch circles, creating eight total dough circles.

Whisk the egg and water for the egg wash. Wrap each dough circle around the cannoli forms and brush edges with egg wash.

Freeze the wrapped forms for about 10 minutes, then bake for 12 minutes until golden brown.

Combine lemon curd and marshmallow creme in a bowl. Fold in whipped topping and lemon peel if using.

Use a piping bag to fill each cooled cannoli shell with the lemon filling just before serving.

Dust filled cannoli lightly with confectioners’ sugar before serving.