In a large mixing bowl sift in flour, cocoa, powdered sugar and salt. Add egg and butter start to work with hands. Mix until crumbly and butter is in small pieces. Add marsala wine little by little until dough comes together. You may need to add a little extra wine here to create a soft doughy mixture. 

Take the dough out of the bowl and knead on a floured surface for an additional 10 minutes.  Shape the well mixed dough into a ball and transfer to a bowl. Cover and let rest at room temperature at least 30 minutes and up to 2 hours.

Heat a large pot with 1 1/2 inches vegetable oil to 345 - 355 degrees. Working with half the dough at a time (and keeping the other half covered in the bowl) roll the dough out very thinly onto a well-floured surface (nearly 1/16-inch). You can use a pasta machine to roll it out thin or a rolling pin will do. 

Using a 3 1/2 to 4-inch cookie cutter (or shape of a round glass cup), cut dough into rounds. Wrap dough circles around each cannoli mold, and brush about 3/4-inch of one end lightly with beaten egg (use a pastry brush or just your fingertip). Press the edge to the opposite side to seal the dough together around the cannoli form.

Using metal tongs, carefully immerse the shell in preheated oil and fry until golden brown and crisp, about 1 - 2 minutes (be sure to watch oil temp so the oil doesn't get too hot and burn shells. You can fry up to 6 at a time).

Remove from oil using metal tongs to grasp the cannoli shell (let oil from inside forms drain back into pot), transfer to paper towels to drain. Use metal tongs to hold mold (or folded layers of paper towels) and wrap a paper towel around shell to carefully slide off of form.

Allow to cool on a wire rack then fill with cannoli filling and decorate as desired (with melted chocolate on edges, chopped pistachios, mini chocolate chips or dust tops with powdered sugar).

Whip the ricotta with a hand or a stand mixer, about 2-3 minutes. Sift the powdered sugar into the ricotta. Gently fold in the powdered sugar with a wooden spoon or spatula until smooth and combined. Then, fold in chocolate chips (if using). 

Transfer the filling into a piping bag fitted with a large round tip. Pipe filling into cooled cannoli shells. You can also cut off the tip with a spoon or a sandwich bag.

Add the ricotta filling to a pastry bag. Squeeze it into the shells from each side, then dip in your desired topping (crushed pistachios, orange peel, or chocolate chips), and finish with a dusting of powdered sugar.

For best results, fill your cannoli just before serving — or at the table in front of your guests!