2In a large bowl, combine the all-purpose flour and granulated sugar. Add the unsalted butter and rub it into the flour mixture until it resembles coarse crumbs.
Add the egg and Marsala wine to the mixture. Mix until a dough forms. Knead the dough on a lightly floured surface for about 5 minutes until smooth.
Wrap the dough in plastic wrap and let it rest at room temperature for 30 minutes.
While the dough rests, prepare the filling by mixing the ricotta cheese and powdered sugar in a bowl until smooth. Stir in the dark chocolate chips and candied orange peel. Cover and refrigerate until ready to use.
After the dough has rested, roll it out on a floured surface to about 2mm thickness. Cut out circles of about 10cm diameter.
Wrap each dough circle around a metal cannoli tube, sealing the edge with a little water.
Heat the vegetable oil in a deep pot to 180°C (350°F). Fry the cannoli shells, a few at a time, until golden and crisp, about 2-3 minutes. Remove and drain on paper towels. Let cool, then carefully remove the shells from the tubes.
Just before serving, fill each shell with the ricotta filling using a piping bag or spoon. Optionally, dip the ends in extra chocolate chips or candied orange peel.
Dust with powdered sugar and serve immediately for the best texture.