Set the ricotta in a cheesecloth-lined fine-mesh sieve over a bowl and refrigerate for at least 12 hours, or overnight, to drain off excess whey.
For the shells, whisk together the 00 flour, granulated sugar, cocoa powder, cinnamon, and salt in a bowl. Rub in the cold lard with your fingertips until the mixture looks sandy.
Add the whole egg, Marsala, and vinegar. Mix until a stiff, slightly tacky dough forms. Knead on the counter for 8 to 10 minutes until smooth and elastic. The dough should feel firm, not soft. Wrap tightly and rest at room temperature for 1 hour.
While the dough rests, make the cream. Press the drained ricotta through a fine-mesh sieve into a chilled bowl to make it silky. Add the mascarpone, sifted powdered sugar, vanilla, and a pinch of cinnamon. Beat on medium speed for about 1 minute, just until smooth and thick. Do not overbeat or it will loosen.
Fold in the pistachio paste and 0.25 cup of the chopped pistachios. Fold in the candied orange peel if using. Cover and refrigerate until ready to fill.
Cut the dough into quarters. Working with one piece at a time and keeping the rest covered, roll it through a pasta machine, reducing the setting each pass, until the sheet is paper-thin — you should just be able to read newsprint through it.
Cut the sheet into 4-inch ovals. Wrap each oval around a metal cannoli tube, brush a thin stripe of egg white where the edges overlap, and press firmly to seal. Repeat with remaining dough; you should get about 12 shells.
Heat the lard or oil in a heavy pot to 350 F. Fry the shells, still on their tubes, two or three at a time, turning gently with a slotted spoon, for 1 to 2 minutes until deeply blistered and crisp. The color will be a rich dark brown from the cocoa and Marsala — that is correct.
Lift the shells out and drain on a rack set over paper towels. As soon as they are cool enough to handle but still warm, slide them off the tubes by gripping the tube with a kitchen towel. Cool the tubes between batches before reusing.
Let the shells cool completely. They will crisp further as they sit. At this stage they can be stored airtight at room temperature for up to 4 days.
Just before serving, transfer the chilled cream to a piping bag fitted with a large round tip. Pipe firmly into one end of a shell until the cream meets in the middle, then pipe into the other end to fill completely.
Spread the remaining 0.5 cup chopped pistachios on a small plate. Press both exposed ends of each cannolo into the pistachios so they stick to the cream.
Arrange the cannoli on a platter, dust generously with powdered sugar, and serve immediately with espresso or small glasses of chilled sweet Marsala.
