In a medium bowl, combine the flour, granulated sugar, cinnamon, and salt. Add the cold, cubed butter and use a pastry cutter or your fingers to cut it into the flour mixture until it resembles coarse crumbs with some pea-sized pieces remaining. Continue working it with your fingers until the butter is evenly distributed. Form a well in the center.

In a small separate bowl, beat the large egg. Pour the beaten egg, Marsala wine, water, and distilled white vinegar into the well of the flour mixture. Stir with a fork until the mixture starts to come together and looks shaggy. Switch to using your hands to knead the dough in the bowl until it forms a cohesive ball.

Transfer the dough to a lightly floured countertop or work surface. Knead the dough, using the heel of your hand to push it away from you, then folding it back onto itself. Repeat this process, adding more flour as needed to prevent sticking, until the dough is cohesive, elastic, and soft. It may still look a bit rough; it will smooth out as it rests. Wrap the dough tightly in plastic wrap and refrigerate for at least 2 hours, or up to 24 hours.

While the dough chills, prepare the filling. Add the strained ricotta cheese, cool mascarpone cheese, and powdered sugar to a medium-sized bowl. Gently fold the ingredients together until they are just combined and smooth. Be careful not to overmix, as mascarpone can break down and become watery if over-whipped.

Cover the bowl with plastic wrap and chill the filling in the refrigerator for 2-3 hours while you complete the cannoli shells. This allows the flavors to meld and the filling to firm up.

Lightly grease your cannoli molds with vegetable oil or non-stick baking spray and set them aside.

Remove the chilled dough from the refrigerator and cut it in half. Wrap one half back in plastic wrap and set it aside to keep it from drying out.

Place the other half of the dough on a lightly floured surface and lightly dust with flour. Roll it out, dusting with more flour as needed, until it is about 0.125-inch thick. Use a 4 or 4.5-inch round cutter to cut out as many circles as possible. Place the cut circles under a layer of plastic wrap to prevent them from drying. Gather the dough scraps, wrap them, and set aside.

Repeat the rolling and cutting process with the second half of the dough, keeping all circles covered. The circles may spring back and shrink slightly after cutting; this is normal.

Combine the scraps from both batches of dough and re-roll, cutting out more circles until you have used all the dough, aiming for about 25-28 shells in total.

Let the covered dough circles sit for about 10 minutes to allow the dough to relax. By the time you're done cutting all circles, the first ones cut should be adequately rested.

Working with one circle at a time, re-roll each circle on a lightly floured surface until it reaches its original size (approximately 0.125-inch thick and 4 to 4.5 inches in diameter). The dough should now be more pliable and not spring back as much. If it loses its round shape, you can re-cut it.

Place a greased cannoli mold down the middle of a re-rolled dough round. Bring one side of the dough up and over the mold. Brush the edge of the dough that is on the mold with the beaten egg white. Fold the opposite side of the dough up and over the mold, pressing it firmly onto the egg-washed surface to create a secure overlap. Set aside on a tray as you work on the rest.

While forming the shells, begin heating the oil. Pour about 2-3 inches of vegetable oil into a large Dutch oven or deep skillet. Attach a candy thermometer to the side of the pot and heat the oil over medium-high heat until it reaches 375°F. Reduce heat to medium to maintain the temperature. Line a baking sheet with several layers of paper towels for draining.

Carefully add 2-3 prepared cannoli shells on their molds to the hot oil, ensuring they are fully submerged. Fry the shells for 1-2 minutes, or until the dough blisters and turns golden brown. Use tongs to grab the mold and remove the hot shell from the oil. Place it on the paper towel-lined pan to cool. Monitor the oil temperature constantly and adjust the heat as needed to maintain 375°F.

Allow the fried shells to cool for about a minute on the paper towels, then very carefully remove the molds from inside the shells. Let the shells cool completely on a wire rack.

If desired, melt the chopped semi-sweet chocolate. Once the shells are completely cool, dip the ends of the cannoli shells into the melted chocolate, gently shaking off any excess. Place them on parchment paper to allow the chocolate to set completely.

When ready to serve, retrieve the chilled filling from the fridge. Transfer the filling to a piping bag fitted with a wide round tip, or simply use a large Ziplock bag with one corner snipped off (about 1 inch wide opening).

Pipe the filling into the cooled cannoli shells, starting from one end and filling towards the middle, then repeat from the other end to ensure an even fill. If decorating with mini chocolate chips, gently press them onto the ends of the filled cannoli. Dust with a light sprinkle of powdered sugar just before serving.

Cannoli are best served immediately after filling, as the shells will soften over time (typically staying crispy for about an hour). Store any leftover filled cannoli in an airtight container in the refrigerator. Unfilled shells can be stored in an airtight container at room temperature for a few days or frozen for up to a month. Thaw frozen shells in the fridge before filling.