Preheat your oven to 425°F (218°C). Let the pie dough thaw for about 10 minutes.
Lightly spray 8 metal cannoli forms with non-stick cooking spray.
Creating the Shells: 3. On a floured surface, unroll the pie crust and cut out four 4 ½-inch circles from each crust. 4. Whisk together the egg and water to create the egg wash. Wrap the dough circles around the cannoli forms, sealing the edges with the egg wash. 5. Freeze the wrapped forms for 10 minutes, then place them on a parchment-lined baking sheet and bake for 10-12 minutes until golden brown. Allow them to cool completely before removing the shells from the forms.
Filling Preparation: 6. In a mixing bowl, combine the lemon curd and marshmallow fluff. Gently fold in the whipped topping and lemon zest. 7. Refrigerate the filling until ready to assemble.
Assembly: 8. Pipe the chilled lemon filling into the cooled cannoli shells. 9. Dust with powdered sugar just before serving.