In the bowl of a food processor, pulse together flour, sugar, and salt until combined. Cut the cold butter into small pieces and sprinkle over the flour mixture. Pulse the food processor several more times until the mixture resembles coarse sand and the pieces of butter are no longer visible.
Add egg yolk and marsala wine to the flour/butter mixture and pulse until the dough comes together forming large clumps.
On a lightly floured surface, turn out the dough and knead for several minutes until it is smooth and pliable. Pat the dough into a round, place in a bowl covered with plastic wrap, and allow to rest for 30 minutes - 1 hour.
Meanwhile, prepare the cannoli filling. Place the ricotta in a fine mesh sieve over a bowl and drain for at least 30 minutes. You want to remove as much of the liquid as possible from the ricotta.
In a bowl, whisk (or beat) heavy cream until stiff peaks form. Add the powdered sugar to the cream and whisk to combine.
In a separate bowl, mix together the drained ricotta, vanilla, and cinnamon. Fold in the whipped cream. Cover and chill the filling until ready to fill the cannoli.
Fill a large Dutch oven 5-6 inches deep with vegetable oil. Heat over medium high until the oil reaches 350-360°F. You will need to adjust burner temp regularly during frying to maintain the oil’s temperature in this range.
Lightly spray a bit of non-stick oil on the cannoli forms to ensure the cannoli do not stick.
Divide the dough into 2 or 3 smaller pieces. Use a rolling pin to roll out the dough as thin as possible. Use a 4 ½” round biscuit cutter to cut as many circles form the dough as you can. Gather scraps and re-roll to cut additional circles. Gently wrap one circle around each cannoli form/tube, using a bit of the reserved egg whites to seal the two edges where they overlap on the form.
Carefully lower the cannoli form down into the hot oil. Fry, gently tossing the cannoli around in the oil to ensure it browns evenly on all sides. Lift from the oil and place it to drain on paper towels.
Using a towel to grip the cannoli in one hand, use a pair of tongs with the other hand to grip the cannoli form and pull it from the center of the cannoli. This should be done while the cannoli is still warm.
When the cannoli are cooled completely, use a piping bag to fill each shell with the prepared cannoli filling. Sprinkle mini chocolate chips over each end and dust the filled cannoli with powdered sugar.
Serve immediately (shells can be stored without filling for a day or two, but once filled, will become soggy after a couple hours.)
