For the shells: In a large bowl, whisk together the flour, cornstarch, granulated sugar, and salt until combined. With a pastry cutter or your fingers, work the butter into the flour until pea-sized pieces form. Add both egg yolks and 8 tablespoons of marsala wine, stirring with a rubber spatula or wooden spoon until the ingredients are incorporated and the mixture holds together like pie crust when pinched together with your fingers. If the mixture feels dry, add the additional 2 tablespoons of wine, 1 tablespoon at a time.

Turn the mixture out onto a clean countertop and knead for 2 to 3 minutes until combined, smooth, and elastic. Divide the dough in half and wrap in plastic wrap. Allow the dough to rest at room temperature for at least 1 hour.

In a large Dutch oven, heat 1 ½ inches of oil over medium heat until the oil registers 360°F.

Working with 1 piece of dough at a time, on a lightly floured surface, roll the dough until it’s about ⅛-inch thick. Use a 4-inch circular biscuit cutter to cut the dough into circles. Allow the dough to rest at least 10 minutes before re-rolling. Repeat with the remaining dough.

Spray each cannoli form or tube of foil with cooking spray. Wrap the dough around the prepared form. Brush the overlapping ends with egg white and press firmly to seal. Cover any remaining dough rounds with plastic wrap until cannoli forms become available.

Place a wire rack onto a baking sheet and line with 2 to 3 layers of paper towels. Fry 4 or 5 cannoli at a time so they aren’t crowded until golden brown, 2 to 3 minutes. Use a pair of tongs to remove each cannolo to the prepared wire rack, allowing any excess oil to drip into the Dutch oven. Immediately use a pair of tongs to remove the metal form by holding the cannoli with a paper towel and using the tongs to gently pull the cannoli form out. Allow the form to cool completely before forming more cannoli. Repeat with any remaining shells and allow to cool completely before filling.

For the filling: Line a rimmed baking with two layers of paper towels. Spread the ricotta in an even layer over the towels and top with another double layer of paper towels. Allow the ricotta to drain for 15 minutes.

In a large bowl, mix the mascarpone with a rubber spatula until smooth and softened. Whisk in the drained ricotta, powdered sugar, orange zest, if using, and the vanilla. Gradually whisk in the heavy whipping cream until a smooth, fluffy filling forms. Spoon the mixture into a large zip-top bag and refrigerate until ready to use.

When ready to fill the cannoli shells, cut a corner off of the zip-top bag and pipe the filling into the cannoli shells. Sprinkle the ends with pistachios or chocolate chips, if you like. Serve immediately or chilled, dusted with powdered sugar.