Preheat the oven to 200°C or 400°F. Line a baking tray with parchment paper. Set aside.
Open the puff pastry and sprinkle the sugar over. Cut 12 equal stripes lengthwise.
Spray with cooking oil the cannoli moulds or foil. Wrap around each mould, a strip of dough, making sure that every time you turn a piece of dough overlaps itself.
Place the cannoli on the baking tray and brush with egg wash. Bake for around 15-20 minutes.
Once they have a nice golden brown colour, take them out and let them cool slightly.
Remove the mould and let them cool completely.