Drain the ricotta in the fridge for several hours or overnight so the filling becomes thick and creamy, not watery.
In a bowl, mix flour, sugar, cocoa, cinnamon, and salt. Rub in the lard until the mixture looks sandy.
Add the egg, Marsala, and vinegar. Mix until a rough dough forms, then knead for 8 to 10 minutes until smooth and elastic. If dry, add 1 teaspoon water at a time.
Wrap and rest the dough for 30 minutes. This makes rolling easier and helps the shells blister when fried.
Roll the dough very thin. Cut circles about 10 to 12 cm / 4 to 5 in wide. Wrap each around a cannoli tube and seal the edge with a dab of water.
Heat oil to 175 to 180°C / 347 to 356°F. Fry 2 or 3 shells at a time until deep golden and crisp, about 1 to 2 minutes. Drain on paper towels and cool completely before removing the tubes.
For the filling, sieve or whisk the drained ricotta until smooth. Mix in the powdered sugar until velvety. Fold in most of the chopped chocolate and candied orange.
Transfer the filling to a piping bag. Pipe each shell from both ends just before serving so the pastry stays crisp.
Dip the ends in pistachios, extra chocolate, or candied orange. Dust lightly with powdered sugar.
Serve immediately for the best contrast between crisp shell and creamy center.