One of the gelato places covered in the article that Zuriga posted about here: http://chowhound.chow.com/topics/912561
Turns out they also make cannoli. Importantly, unlike the other places I've been to London, they fill the cannoli shells to order. This is crucial, as pre-filled cannoli will tend to have soggy shells as the filling will dampen the shell over time. For optimal crispness and crunch, the only option is fill to order.
The ricotta-based filling is slightly sweet, with a pleasant chalkiness and a consistency that is more sticky and pasty rather than creamy, all of which I liked. They also have other baked stuff, like sfogliatelle with different types of filling (lemon custard or chic, iirc), which I'll try the next chance I get.
They will also fill a cannolo with gelato. Didn't recall seeing any brioche, but will have to check if they have that for a gelato "sandwich," which is not unusual and also quite Sicilian iirc.