Gather your ingredients so that you have everything close at hand on the counter or table.
Prepare the Ingredients
Chop the pistachios into small pieces. Zest an orange.
Make the Cannoli Wraps
In a large mixing bowl, combine all-purpose flour, granulated sugar, baking cocoa, ground cinnamon and salt. Add Marsala wine and extra-virgin olive oil and beat on medium speed until dough comes together.
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.)
Lay thin pieces of dough on a lightly floured work surface. Cut out rounds with a 3 1/4" cutter. Prick dough with fork or docker to give the fried shells their blistered texture. Gather scraps and reroll.
Pour enough oil into a large Dutch oven to cover 4 inches. Heat over medium-high heat to 350-375℉.
Wrap each round of dough around a 3 3/4" cannoli form, sealing with a dab of egg white. Working in batches or 4, fry until dark golden brown, about 40-50 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
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 parchment paper. May store cannoli shells in a sealed container at room temperature for 2-3 days or in freezer up to 3 months.
Make the Filling
If your ricotta is wet, you may need to drain it the night before, or pat dry using paper towels.
In a large mixing bowl, mix together ricotta cheese and powdered sugar until fluffy, 2-3 minutes. Beat in mini 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. (You may fill the cannoli up to an hour before serving, but any longer than that may result in soggy shells.) Makes 16 cannoli.