3/4 cup whole milk ricotta, drained and squeezed dry
3/4 cup mascarpone cheese
1/2 cup confectioners sugar
1 teaspoon pure vanilla extract
1/2 teaspoon cinnamon
pinch of salt
3/4 cup mini chocolate chips, plus more for decoration
To make the Cannoli Shells:
In the bowl of a stand mixer, combine the flour, sugar, cocoa powder, cinnamon, and salt. Add the Marsala and the oil and beat on medium speed just until dough comes together. By hand, knead dough on a lightly floured surface until very smooth, about 15 minutes. Wrap in plastic and let rest for 30 minutes. (NOTE: The dough starts out incredibly sticky. Please be patient and continue kneading for the full 15 minutes, adding a bit more flour as needed but resist adding too much. Near the end of the 15 minute kneading time all of a sudden the dough comes together and is silky smooth and no longer sticks to your hands.)
Divide dough in half, leaving one half wrapped in the plastic. Roll out dough on a lightly floured surface until it is very thin, about the thickness of a penny. Using a round cutter, or the rim of a container about 3 1/2 inches in diameter (I used the rim of a plastic container), cut out circles. Repeat with remaining half of the dough.
Pour a few inches of oil in a large, heavy-bottomed saucepan or pot. Heat over medium heat until a thermometer registers 375 degrees, regulating heat to maintain temperature around 375-380 degrees F.
Wrap each circle of dough around a cannoli form, and seal with the egg white (just a little dab will work like glue). Leave the dough on the form. You'll remove the shell from the form after frying.
In batches of 2 at a time, fry each cannoli shell until golden, about 1 minute. Carefully remove the shells from the oil using a skewer inserted through the metal tube, or using tongs.
Allow to drain and cool on paper towel for a few minutes before sliding the metal cannoli mold out from the shell. Repeat with remaining dough.
To Make the Ricotta Mascarpone Cream:
Beat ricotta, mascarpone, confectioners sugar, vanilla, cinnamon, and salt together until smooth. Fold in mini chocolate chips. Cover and refrigerate at least 1 hour.
Using a piping bag with an opening cut about the same diameter as your cannoli shells, fill the cannoli. Roll each end of the filled cannoli into the remaining mini chocolate chips.
Note: Do not fill the cannoli shells ahead of time. The shells will get soft and chewy. You can make the shells and the cream ahead, and then fill them shortly before serving.
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