To make the shells, mix together the flour, sugar, lemon peel in medium bowl. Cut in butter with 2 knives or pastry blender until mixture resembles fine crumbs. Beat egg and marsala in a small bowl; ass to flour mixture. Stir with a fork to form a ball. Knead for a few minutes until smooth. Divide dough in ½, wrap in plastic wrap, and refrigerate for one hour.
Working with 1 piece of dough at time, roll out on lightly floured surface to Roll thinly to about a ¼” thickness. Cut into 9 or 10” rectangles. Wrap each rectangle around a greased metal cannoli form or uncooked cannelloni pasta shell. Brush one edge of rectangle lightly with water; overlap with other edge and press firmly to seal.
Heat the oil in a large pan until it reaches
a temperature of 325ºF. Fry 2 or 3 shells at a time, 1-2 min or until golden.
Remove from the pan, drain on paper towels, cool, and gently slide the shells
from the cannoli forms or pasta shells. Repeat with remainder of dough.
For Filling: In a large bowl add the ricotta cheese and mix with an electric blender until smooth. Add the sugar, cinnamon, beat for 3 min on high speed. Add lemon peel and candied peel and mix well. Add cherries if using them here.
Chill in the refrigerator for at least 30 minutes. Spoon cheese filling with large plain tip. Pipe about ¼ cup filling into each reserved cannoli pastry shell. Roll the pastries in additional powdered sugar to coat. Dip ends of pastries into chocolate.
*Note: Chocolate chips can be added to filling instead.
Do not fill cannoli pastry shells to much ahead of time or shells will become soggy up to 1 hour is suggested.