Put the egg, salt, vin santo or Marsala, vanilla extract and caster sugar in a food processor and pulse until combined. Add the flour and pulse again until you have a firm dough. Knead on a work surface for 2 minutes until smooth and elastic.
Set a pasta machine at the largest opening. Cut the dough into 3 rectangular pieces. Run 1 rectangle through the machine. Fold in half widthways and run through again. Lower the setting by 1 notch and run the dough through again, then run once through each of the remaining settings. If the sheet becomes too long to handle, cut in half and run 1 half through at a time. If it becomes too sticky, dust with a little flour.
Lay the sheet on a surface dusted with flour and cover with a clean tea towel while you roll out the remaining dough. Use a sharp knife to cut the dough sheets into 3.5 cm (1½ inch) lengths.
Heat enough oil for deep-frying in a deep saucepan to 180–190°C (350–375°F), or until a cube of bread browns in 30 seconds. Add the ribbons, in batches, and cook for 30 seconds until golden all over. Drain on kitchen paper. Leave to cool completely, then generously dust with icing sugar. The ribbons can be stored in an airtight container for up to 2 days.