For the dough: Mix together all the ingredients except the marsala. Add the marsala, as needed, to form a stiff dough. Let it rest for 15 minutes. Roll it very thin and cut it in circle using a small saucer as a reference. Wrap the dough around a metal stick. Seal well with water.
Fry the shells until golden brown, 10 to 15 minutes, and cool down on paper towel-lined sheet pan.
For the filling: Mix the ricotta cheese with the sugar and the chocolate.
Fill the cannoli with the ricotta cream with a pastry bag or spoon. Sprinkle the grated pistachios for the final touch.