Make the dough: in a large bowl combine the dry ingredients — All-Purpose Flour, Granulated Sugar, Cocoa Powder, Ground Cinnamon and a pinch of Salt.
Cut the Lard into the flour mixture with a pastry cutter or fingers until it resembles coarse crumbs.
Stir in the Egg Yolk, Marsala Wine and a splash of White Wine Vinegar, then add enough Water, a tablespoon at a time, to bring the mixture together into a firm but pliable dough.
Knead the dough briefly until smooth, wrap in plastic and let rest at room temperature for 30–60 minutes.
On a lightly floured surface roll the dough very thin (about 1–2 mm), cut into 10–12 cm rounds, and wrap each round around a greased cannoli tube, sealing the edge with a little water.
Chill the wrapped shells in the fridge for 10 minutes to help them hold their shape, then heat enough leftover Lard in a deep pot for deep frying to about 175°C (350°F).
Fry the shells, a few at a time, until evenly golden and crisp (about 2–3 minutes), turning as needed; drain on paper towels, let cool briefly, then carefully slide the shells off the tubes.
Prepare the filling: drain the Sheep's Milk Ricotta well (several hours or overnight in the fridge is ideal), then beat it smooth with Powdered Sugar to taste until creamy and slightly stiff.
Fold into the sweetened ricotta some chopped Dark Chocolate, chopped Pistachios and finely chopped Candied Orange Peel; add a small pinch of Ground Cinnamon to taste and mix gently.
Chill the filling for about 30 minutes to firm up, then just before serving pipe or spoon the ricotta mixture into each shell from both ends so the centers remain crisp.
Finish by pressing a few extra chopped pistachios and bits of candied orange onto the filled ends and dusting the completed cannoli lightly with additional powdered sugar.
