In a large bowl, combine the flour, sugar, and salt. Add the melted butter, egg, and Marsala wine and stir until the dough is combined.
Cover the bowl with plastic wrap and let it rest in the refrigerator for 30 minutes.
Roll the dough out on a lightly floured surface until it is 1/8-inch thick. Cut into 4-inch circles using a biscuit cutter or a sharp knife.
Wrap the circles around a cannoli tube and brush with egg whites to help seal the edges. Place the tubes on a baking sheet lined with parchment paper.
Bake at 350°F for 10 minutes, or until golden. Remove from the oven and let cool for 10 minutes. Carefully remove the tubes from the Cannoli shells.
In a medium bowl, whisk together the heavy cream and ricotta cheese until smooth. Add the powdered sugar, vanilla extract, and ground cinnamon and stir until combined.
Transfer the filling to a pastry bag fitted with a star-shaped tip. Pipe the filling into the Cannoli shells and sprinkle with mini chocolate chips, if using.
Serve immediately or keep in the refrigerator until ready to serve.