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To a food processor add flour, sugar and salt. Pulse in short bursts about 10 times. Add butter and pulse in short bursts just until there aren't clumps of butter.
Add in marsala wine and whole egg. Pulse to mix well, while adding additional wine to bring dough together in a soft shaggy mass (you shouldn't need more than a few Tbsp extra wine).
Shape into a round, transfer to an oiled bowl. Cover and let rest at room temperature at least 30 minutes and up to 2 hours.
Heat a large pot with 1 1/2-inches vegetable oil to 345 - 355 degrees. Working with half the dough at a time (and keeping other half covered in the bowl) roll dough out very thinly onto a well floured surface (nearly 1/16-inch).
Using a 3 1/2 to 4-inch cookie cutter, cut dough into rounds. Spray cannoli forms with cooking spray then wrap individual dough circles around each cannoli form, while brushing about 3/4-inch of one end lightly with egg white (use a pastry brush or just your fingertip). Press edge to to opposite side.
Using metal tongs, carefully immerse shell in preheated oil and fry until golden brown and crisp, about 1 - 2 minutes (be sure to watch oil temp so oil doesn't get too hot and burn shells. You can fry up to 6 at a time).
Remove from oil using metal tongs to grasp the cannoli shell (let oil from inside forms drain back into pot), transfer to paper towels to drain. Use metal tongs to hold mold (or folded layers of paper towels) and wrap a paper towel around shell to carefully slide off of form.
Let forms cool and repeat process with remaining dough circles. You can shake excess flour from scraps, press back together, cover in bowl and let relax at least 10 minutes then reuse.
Allow to cool on a wire rack then fill with cannoli filling and decorate as desired (with melted chocolate on edges, chopped pistachios, mini chocolate chips or dust tops with powdered sugar).
In a mixing bowl fold and stir together strained ricotta, powdered sugar, chocolate chips, and cinnamon. Transfer into a piping bag fitted with a large round tip. Pipe filling into cooled cannoli shells.