Preheat oven to 375°.
Lightly grease two baking sheets with baking spray; set aside.
In a medium-size bowl, thoroughly whisk together egg whites, sugar, oil, butter, and vanilla until combined.
Add flour and continue to whisk until smooth.
Spoon 4 to 5 mounds of batter onto each baking sheet. Use 2 teaspoons of batter for each mound.
Use the back of the spoon to spread each cookie into a 4-inch wide circle.
Space cookies at least 2 inches apart.
Bake 7-8 minutes or until edges begin to turn golden brown.
Using a thin spatula, loosen cookies from baking shape into tubes. Use a thick-handled wooden spoon or cannoli tube to wrap dough around. Overlap ends and press gently. Caution: cookies will be hot.
Set cookies seam-side down to cool.