Mix together dry ingredients and cut in butter with 2 knives. Add Marsala and shape dough into a ball. Wrap in plastic and refrigerate.
Heat 2 quarts canola oil in 3 1/2 quart pot to 350 degrees.
In a mixing bowl, stir together ricotta, sugar, vanilla, orange zest and chocolate chips until well mixed. Spoon into a pastry bag with an open tip and place in refrigerator. Remove dough from refrigerator and divide into 4 pieces. Roll one piece onto flat surface with rolling pin until 1/16inch thick. Cut in 4 inch circles. Using a rolling pin, elongate circles into ovals. Wrap ovals lengthwise around metal forms and seal edge with egg whites. Flare ends open with fingers and place in hot oil and fry until golden brown, about 2 to 3 minutes. Remove and allow to drain on paper towels. When cool enough to touch, twist molds away from shells. Shells may be made 1 day in advance and rest unfilled and uncovered. When ready to eat, stuff cannoli with ricotta cream, dust with powdered sugar and serve.
To make this classic dessert, it is essential to have metal cannoli tubes.