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Step 1
Add the flour and butter to the bowl of a food processor and pulse until the butter is the size of small peas.
Step 2
Add the egg yolk and Marsala wine and pulse until the dough comes together in a large ball.
Step 3
Wrap the dough in plastic wrap and place it in the refrigerator until ready to use.
Step 4
Add the heavy whipping cream to the bowl of a stand mixer fitted with the whisk attachment.
Step 5
Whip on high speed until stiff peaks form.
Step 6
Add the ricotta, vanilla, and ground cinnamon and fold the ingredients together until they’re fully mixed.
Step 7
Transfer the mixture to a piping bag and set aside until ready to use.
Step 8
Roll the cannoli dough out on a lightly floured surface until it’s ⅛-¼” thick.
Step 9
Cut out 3” circles from the dough and reroll and recut any scraps of dough.
Step 10
Roll the dough around a cannoli tube and place them in the air fryer.
Step 11
Cook at 400F for 5-7 minutes, or until the shells are crisp.
Step 12
Carefully remove the cannolis from the tube and set them on a wire rack to cool.
Step 13
Allow the cannoli tubes to cool fully before cooking the next batch.
Step 14
Fill the fried cannolis with the ricotta mixture and then dip the ends in the mini chocolate chips, if desired.