I love cannoli! What Italian doesn't? I have to admit, buying cannoli shells is so much easier than making the dough and frying them up. Very time consuming, but during the holidays my mom and I have made the shells. Some things I like to do is fill them in sugar cones and dip the edges of the cannoli shells, pizzelles or sugar cones in melted chocolate, I have also used pizzelles rolled up after pulling them off the iron and rolling them and later filling them. Then I dip the open end in mini chocolate chips. The secret to great cannoli filling is draining the ricotta over night by placing the ricotta in a cheesecloth, then in a collander than over a pot so that the water can drop down and squeezing it while in the cheesecloth. This will give you a thick smooth cannoli filling. If you don't do this you will get a wet messy cannoli.
Prepare shells: Combine the dry ingredients and mix in the butter and Marsala until you get a stiff, smooth dough. Form the dough into a ball, wrap with plastic wrap and refrigerate for 2 to 3 hours.
When you're ready to make the shells, place enough oil in a fry pan so that the cannoli shells will be able to be covered completely when frying. Dip each of the metal cannoli forms in oil and set on rack. Heat oil to 350°F. You'll need to use a thermometer because it's important that the oil is right around that temperature. Too hot, and you'll burn the shells. Too cool and the shells will turn out greasy and soft.
Remove dough from refrigerator and cut into four pieces. Start with one piece and roll it out on a floured surface until very thin- as thin as you can get it without having it tear apart. If you have a pasta rolling machine, roll it through several times until it is smooth and thin. (running it through the machine a few times until it is smooth like pasta. (On my pasta machine attachment, I used #4 on my machine.
Once your dough is rolled out, cut out 4-inch circles. I used the top of a plastic bowl that had a 4-inch diameter and it worked just fine. Wrap cut cannoli dough around metal form & brush edges with egg white to seal. Use tongs to set it in the heated oil. Let it fizzle for about 2 minutes, watching that it isn't getting too dark. Remove with tongs and set on rack to drain. Let cool a bit and then carefully slip shell off of the form. They will be thin and crispy, so you'll need to do so carefully, perhaps using folded up paper towels to help wiggle it off the form.
FOR CREAM FILLING: The night before, line a colander with cheesecloth and fill it with the ricotta cheese. Press the cheese down and lay a clean plate on top, then something somewhat heavy (like a can of soup) on top of that, to weigh it down. Put the colander over a bowl and put the whole thing in the fridge overnight so you get as much liquid as possible out of the ricotta.
The next day, discard the liquid and combine all the ingredients except the shells and the chocolate chips (although you could throw some chocolate chips in there as well) in a large bowl and stir until it’s smooth. You can use an electric mixer if you like; I did this after using manpower for a couple minutes, to see if I could get it smoother. It didn’t honestly make much difference but you could probably forgo the manpower altogether and just use the mixer.
Refrigerate the cheese mixture until you’re ready to serve the cannolis. When you are ready, fill a pastry bag fitted with a tip with a large opening and pipe the cannoli filling into each side of the shells. Dip each end in the chocolate chips. Serve as soon as possible so they don’t get soggy.