In a large mixing bowl, combine flour, sugar, baking cocoa, cinnamon and salt. Add Marsala wine and olive oil and beat on medium speed until dough comes together. (You may substitute a dry white wine for the Marsala, or even apple juice.)

Using your hands, knead dough on a lightly floured surface until smooth and elastic, about 2-3 minutes. Wrap in plastic and let rest 30 minutes.
Divide dough into 2 pieces, covering unused piece. Pass one piece of dough through the widest setting of a pasta machine, passing through narrower settings until it is the thickness of a dime. (Or roll out by hand with a rolling pin into a thin sheet of dough.)
Using a pasta roller will ensure that you have thin, crispy cannoli.

Lay thin pieces of dough on a floured work surface. Cut out rounds with a 3 1/4″ cutter. Prick dough with fork to give the fried shells their blistered texture. Gather scraps and reroll.
Wrap each round of dough around a 3 3/4″ cannoli form, sealing with a dab of egg white.

Pour enough oil into a large Dutch oven to cover 4 inches. Heat over medium heat to 375 degrees. Working in batches or 4, fry until dark golden brown, about 60-70 seconds.
Using a wire skimmer or tongs, transfer to paper towels and cool 5 minutes. Carefully slide out of forms, and let shells cool. Continue rolling, cutting, and frying the remaining dough.
Garnish the Cannoli
I like to add a little something extra on the cannoli and love how the chocolate and chopped pistachios look for this dessert.

Melt chocolate in a glass bowl set over a pan of simmering water. Dip ends of cannoli shells in melted chocolate and then dip each end in chopped pistachios. Let set for at least 15 minutes on wax paper. You may store cannoli shells in a sealed container at room temperature for 2-3 days or in freezer up to 3 weeks.
Make the Filling
If your ricotta is wet, you may need to drain it the night before, or pat dry using paper towels. I like to buy ricotta that is rather dry and this step is not always necessary.
In a large mixing bowl, mix together ricotta cheese and powdered sugar until fluffy, 2-3 minutes. Beat in chocolate chips, orange zest, vanilla extract, ground cinnamon, and salt. Cover with plastic wrap and refrigerate until ready to use.
Assemble the Cannoli
When ready to prepare, transfer filling to a pastry bag and pipe filling into one end of a cannoli shell to the center, and then into the other end. Repeat with remaining shells.

Dust with powdered sugar and serve immediately on a pretty tray. (You may fill the cannoli up to an hour before serving, but any longer than that may result in soggy shells.) This recipe makes 16 cannoli.
Pair this dessert with a favorite sweet Riesling or Moscato wine.
See more Italian Recipes Here. See more Dessert Ideas Here.