I've found that the number one reason why cannoli filling isn't thick is that the ricotta cheese wasn't drained. This one simple step is SO important if you want a thick filling! And it's so easy to do!u003cbr/u003eu003cbr/u003eTo drain the ricotta, you simply line a fine mesh strainer with a cheesecloth and place it over a bowl. Scoop the ricotta into the strainer and place the strainer and bowl in the fridge with a heavy object on top (I usually use something I already have in the fridge, like a container of sour cream). I've found this is easiest to do the night before you plan on making the ricotta.