In a food processor, combine the trout, cream cheese, mayonnaise, capers, dill, hot sauce, pepper and lemon zest and process until they become one.
Transfer the mousse to a zip-top bag and push as much air out as possible before sealing.
Refrigerate for at least 30 minutes and up to overnight. The mousse, not you.
Cannoli time!
Place the chopped pistachios in a small bowl.
Cut off a small corner, about 1/2 inch, of the zip-top bag and discard the corner.
Pick up a cannoli shell ("Hey. What's a nice cannoli shell like you doin' in a dive like dis?"), insert the cut corner into one end and gently squeeze until the mousse reaches the edge of the shell.
Turn the shell around and fill the other side.
Dip the exposed mousse on each side into the pistachios, pressing gently so they adhere.
Garnish each cannoli with 1/2 teaspoon of roe, if desired, and serve.