Add the flour and butter to the bowl of a food processor and pulse until the butter is the size of small peas.
Add the egg yolk and marsala wine and pulse until the dough comes together in a large ball.
Wrap the dough in plastic wrap and place it in the fridge until ready to use.
Make the Filling
Add the heavy whipping cream to the bowl of a stand mixer fitted with the whisk attachment. Whip on high speed until stiff peaks form.
Add the ricotta, powdered sugar, vanilla, and ground cinnamon and fold the ingredients together until they’re fully mixed.
Transfer the mixture to a piping bag and set aside until ready to use.
Air Fry the Dough and Assemble
Roll the cannoli dough out on a lightly floured surface until it’s ⅛-¼” thick. Cut out 3” circles from the dough and reroll and recut any scraps of dough.
Roll the dough around a cannoli tube and place them in the air fryer. Cook at 400°F for 5-7 minutes, or until the shells are crisp.
Carefully remove the cannolis from the mold and set them on a wire rack to cool. Allow the cannoli tubes to cool fully before cooking the next batch.
Fill the fried cannolis with the ricotta mixture and dip the ends in the mini chocolate chips, if desired. Make sure to fill the cannolis immediately before serving so they don’t get soggy.
Notes
Nutrition information does not include optional ingredients