In a bowl, combine lemon curd, mascarpone, powdered sugar, and vanilla until smooth.
Carefully fill cannoli shells with the lemon-mascarpone mixture using a piping bag.
In a separate bowl, beat egg whites with a pinch of salt until soft peaks form.
Gradually add granulated sugar while continuing to beat until stiff, glossy peaks form.
Pipe or spoon meringue on top of the filled cannoli shells.
Toast the meringue lightly with a kitchen torch or under a broiler for 1–2 minutes until golden.
Garnish with lemon zest and serve immediately or chill briefly before serving.