In a mixing bowl, combine flour, sugar, cinnamon, and salt.
Cut in butter until mixture resembles coarse crumbs.
Add egg, marsala wine, vinegar, and water. Mix until dough forms.
Knead dough on a floured surface until smooth. Wrap in plastic and let rest for 30 minutes.
Roll dough out thin and cut into circles. Wrap around cannoli tubes and seal edges.
Fry in hot oil until golden brown. Remove and drain on paper towels.
In a bowl, mix ricotta, powdered sugar, vanilla, chocolate chips, and orange zest.
Fill cooled shells with ricotta mixture. Serve immediately.