Drain the ricotta. Line a fine-mesh sieve with two layers of cheesecloth, add the ricotta, cover, and refrigerate at least 8 hours or overnight. Discard the liquid.
Make the dough. Whisk together flour, sugar, cocoa, cinnamon, and salt. Rub in the cold butter with your fingertips until the mixture looks like coarse crumbs. Stir in the egg, Marsala, and vinegar until shaggy, then knead 5 minutes until smooth and firm. Wrap in plastic and refrigerate at least 1 hour.
Make the filling. Whisk the drained ricotta with powdered sugar, vanilla, orange zest, and cinnamon until smooth. Fold in the mini chocolate chips. Refrigerate until ready to fill.
Roll and shape. Divide the dough into 4 pieces. On a lightly floured surface, roll one piece to about 1/16 inch thick. Cut into 4-inch circles. Lightly oil the cannoli forms, then wrap a dough circle around each form with the edges overlapping ½ inch. Brush the overlap with egg white wash and press firmly to seal.
Air fry. Brush the outside of each shell with egg white wash and mist with oil spray. Preheat the air fryer to 375°F. Arrange shells in a single layer and air fry 8–10 minutes, until deeply golden and visibly blistered. Cool 2 minutes on the forms, twist the forms out, and cool the shells completely on a rack.
Fill and serve. Transfer the filling to a piping bag with a wide round tip. Pipe into both ends of each shell. Dip the exposed filling in mini chocolate chips on one side and chopped pistachios on the other. Dust with powdered sugar and serve immediately.