COMBINE marmalade, ricotta, powdered sugar, vanilla, cinnamon and orange peel in medium bowl. Spoon mixture into a pastry bag without a tip or into a resealable plastic bag, then cut one corner off. Pipe into shells.
CHILL at least 2 hours or up to 6 hours. Garnish with mini chocolate chips or candy bits. Sprinkle with powdered sugar before serving.
Cannoli shells are available in your grocer's bakery, cookie aisle or at Italian specialty shops.