I absolutely love cannolis but every recipe I see requires a deep frier. Is it possible to make them without one?
The very nature of cannolis is that they are deep fried, but you don't need a fryer for that, a large pot, a half liter or so of neutral oil and a thermometer are all that you need. Like doughnuts, fried is the way to go, but they can be baked (if you must). Here's a sample recipe: Baked Cannolis.
You can take a wok and put in significant amount of oil and let it heat sufficiently. You can test whether the oil is sufficiently high in temperature by dropping a little bit of salt in it. If you see an instant reaction then the oil is hot enough. After which you can drop in your canollis one at a time but don't put in too many canollis in a single batch as it could significantly reduce the tempeerature of oil and the canollis may come out to be undercooked and soggy.