When I fry cannoli shells, I find that about a quarter of them -- apparently at random -- stick to their molds so that they are hard or impossible to remove without breaking.
The two tactics I use to combat this -- which do make a difference, but not 100% -- are to spray the molds fairly heavily with vegetable oil before wrapping the sheets, and to wrap loosely. I don't roll the sheet tightly around the mold.
When unmolding, I've found it best to wait until the shells are completely cool. Then, for the ones that stick, gripping the shell (as firmly as possible without immediately shattering it) and gently twisting either it or the mold often helps it break free. Sometimes the shell is damaged in the process, though, and sometimes it won't come off at all without being smashed.
The dough is made with vegetable shortening (lard isn't an option, unfortunately: they need to be vegetarian), all-purpose flour, wine, and sugar, and rolled out to translucency on a pasta machine. I'm extremely happy with the product, but I'm open to changing the formulation if evidence suggests that e.g., there's too much moisture. (Although on that point, I've tried making the dough as dry as possible while still coming together, and it didn't seem to have an effect.)
What other possibilities am I missing? What can I do to make unmolding more reliable?