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1
Sift the flour, sugar, salt, and cinnamon together and place in the bowl of an electric mixer fitted with the paddle attachment.
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2
At a low speed, mix in the shortening, egg, marsala, and vinegar until just blendeddo not overmix.
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3
The dough should be moist but not too wet (if it is too wet, mix in a bit more flour).
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4
Divide the dough into two equal portions, wrap in plastic, and chill in the refrigerator about 20 minutes.
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5
Take the dough portions out one at a time and roll out on a lightly floured surface until very thin.
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6
Cut into ovals approximately 3 inches by 4 1/2 inches.
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7
(I usually make a template out of cardboard or even parchment paper, but I have also done it freehand.)
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8
Place a cannoli form lengthwise on each oval and wrap the dough around the form, overlapping the long edges and pressing to seal.
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9
You may want to brush the seam with a little beaten egg white to ensure that it does not come unstuck.
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10
Pour 1 1/2 inches of vegetable oil into a skillet or pan deep and wide enough to hold 4 cannoli at once.
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11
Heat the oil to 350F.
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12
Place the shells in the oil and fry, turning once, until deep golden brown, about 4 minutes.
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13
The shells should blister a little bit.
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14
Remove them from the oil, drain on paper towels, and when just cool enough to handle, remove them from the forms.
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15
Cool completely on wire racks before filling.
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16
Using a rubber spatula, combine the ricotta, chocolate, brown sugar, cinnamon, vanilla, and candied orange peel in a medium bowl.
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17
Cover and refrigerate for at least 1/2 hour.
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18
Scrape the mixture into a pastry bag with a 1/2-inch plain tip and pipe into the cooled cannoli shells.
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19
Dip the ends in chopped pistachios.
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20
Serve immediately or refrigerate until ready to serve.
