Drain the ricotta thoroughly by squeezing it in a clean kitchen towel. Transfer the dry ricotta to a bowl, add the sugar, and blend with an immersion blender until smooth and creamy with no lumps. Stir in the chocolate chips. Mix well and refrigerate for at least 4–5 hours.

Using a hand mixer, beat together the lard (or butter), vanilla, cinnamon, salt, and sugar until light and fluffy. Add the egg and mix again to combine.

Gradually add the sifted flour and cocoa, alternating with the vinegar and Marsala wine, until all ingredients are used and you have a workable, compact dough. If needed, dust with a little flour. Wrap in plastic wrap and refrigerate for at least 1 hour.

To shape the Sicilian cannoli: After resting, divide the dough into 3–4 pieces. Roll each piece out very thinly to about 1/8 inch (2–3 mm) thick using a pasta machine. Fold the dough over itself several times as you roll.

Make sure each square of dough is the same size as your metal cannoli tube; it shouldn’t hang over the edge, or it will be hard to remove after frying. If using smaller tubes, cut squares about 3–3 1/4 inches (7–8 cm) wide. Place each square in the center of a tube.

If you don’t have a pasta machine, you can roll the dough by hand with a rolling pin. It will take more time and effort to get the dough thin enough. Cut the dough into squares about 4 x 4 inches (10 x 10 cm).

Seal the cannoli by brushing the edge with egg and pressing the other side over it. Make all your cannoli shells this way. Refrigerate for at least 1 hour.

To fry the cannoli shells: Heat oil for frying in a deep saucepan. Fry one shell at a time for about 1 minute, turning a couple of times. The shell will float and bubble quickly. Drain on paper towels and let cool.