Preheat oven to 375ºF.
Line a large baking sheet with defined edges with unbleached parchment paper.
Using cannoli tubes, wrap one slice of bacon around each. Wrap the bacon tightly, overlapping the edges so the bacon totally covers the tube.
Bake for 20 minutes or until bacon is crisp. Remove from oven and allow to totally cool.
Meanwhile make the filling. Using a large bowl, combine the mascarpone cheese, natural sweetener, peanut butter and extract using an electric mixer on high. Beat until the mixture thickens.
Once thickened, add the unsweetened macadamia milk slowly while mixing on low speed until combined and smooth.
Refrigerate the mixture in a sealed container a few hours before using. It will keep well refrigerated for up to a week.
Use your hands to carefully wiggle the bacon to release it from the cannoli form while keeping its shape.
ASSEMBLY: When you are ready to fill, use a pastry bag or cut the corner of a Ziploc bag. Fill each cannoli with some extra filling sticking out of each end. Sprinkle ends with chopped peanuts and enjoy!