In a large bowl, add flour, sugar, cinnamon and salt; whisk to combine. Add butter and using a pastry cutter or hands, break it down in flour mixture into pea sized clumps. Add egg and cold wine; mix well. Using hands, put dough together (at first, it will look like it won’t stick but it will eventually). Knead until smooth, about 4 minutes. Form a ball by pulling under, wrap in cling film and refrigerate for 1 hour.
Meanwhile, make the filling by whipping cream and ¼ cup powdered sugar in the bowl of a stand mixer with the whisk attachment on medium-high speed. When stiff peaks form, spoon into a small bowl and set aside.
In the same bowl, add drained ricotta, mascarpone cheese, orange zest, vanilla extract and sea salt. With the paddle attachment, process on medium speed for 1 minute or until nice and fluffy. Add whipped cream and chocolate chips; gently fold until well incorporated. Cover and transfer to the fridge for 2 hours.
After 1 hour, remove dough from the fridge and place it on a lightly floured work surface. Flour the dough and roll it as thin as possible, about 1/8-inch thick. Using a 4-inch round cookie cutter, cut dough into circles and then stretch to about a 5-inch oval shape. Repeat until there are 12 ovals. Place a cannoli form in the center of one oval dough and lightly brush one side with egg white. Hold the opposite end and roll it gently but firmly until dough is wrapped over the “egg white” part; press down to seal.
In a large skillet over medium heat, add oil (about 2-inches) and bring it to between 360 to 375ºF; line a baking sheet with paper towels. Using tongs, place dough forms in the hot oil and fry until golden brown, turning them as they fry, about 1 to 1 ½ minutes.Carefully remove the shells with the tongs and transfer them to the prepared baking sheet to cool off. When cool enough to touch, remove molds, about 7 to 10 minutes.
Two hours later, spoon filling into a piping bag and cut off the end. Take one cannoli shell and fill up half way from one end and then repeat on the other end until filled. Only fill when time to serve otherwise, store shells at room temperature. If longer than a few days, place them in a container and freeze until needed. The filling will keep for one week in the refrigerator.
When time to serve, pipe a small dab on a small serving plate and place cannoli on top so it stays in place before lightly sprinkling on some confectioners’ sugar. Makes 12 large cannoli.