Sift dry ingredients together. Cut in butter. Add marsala. Shape in ball. Wrap tightly in plastic. Refrigerate. Roll out dough to ¼” thick. Cut 2-inch circles. Form around cannoli molds. Deep fry. Let cool slightly. Remove from molds. Let cool, then fill.
Filling
Mix all ingredients. Place in pastry bag with open tip. Refrigerate. Fill cannoli shells. Roll in chocolate chips. Dust with powdered sugar.