In a large bowl, whisk together flour, granulated sugar, and cinnamon.

Cut in the chilled butter until the mixture resembles coarse crumbs.

Stir in the Marsala wine and egg to form a dough. Knead until smooth, about 5 minutes.

Wrap the dough in plastic and chill for 30 minutes.

Divide the dough into four pieces. Roll out one piece at a time to about 1/8 inch thickness.

Cut out circles using a 4-inch round cutter.

Wrap dough circles around cannoli forms, sealing the edges with a dab of egg white.

Heat oil in a deep pot to 360°F.

Fry the cannoli shells until golden brown, about 1 minute per side. Remove with tongs and let cool on a wire rack.

For the filling, mix ricotta cheese, powdered sugar, vanilla extract, and orange zest until smooth.

Fold in mini chocolate chips.

Once shells are cool, pipe the filling into each shell from both ends.