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1
The evening before service, line a colander with muslin and turn the ricotta into it. Set the colander over a bowl, cover, and refrigerate overnight. The ricotta is ready when the muslin shows no further drip of whey and the curd holds a clean shape when pressed.
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2
Combine the flour and sugar in a bowl. Rub in the cold lard until the mixture resembles coarse crumbs. Add the Marsala and work to a firm, smooth dough — do not over-develop the gluten. Wrap and rest at room temperature for at least 30 minutes. The dough is ready when it no longer springs back under a thumb.
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3
Roll the dough on a lightly floured surface to 2–3 mm thickness. Cut into rounds or ovals of approximately 10 cm diameter. Wrap each piece around a metal cannolo tube, sealing the overlapping edge with beaten egg and pressing firmly. The seal must hold without gaps — a gap opens during frying and the shell collapses.
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4
Melt the frying lard in a deep, heavy pan and bring it to 180 °C. Lower the tubes gently into the fat in batches — do not crowd the pan. Fry until the shells are deep amber and blistered across their surface, turning once. This is where the dish lives or dies: under-fried shells will soften within moments of filling; correctly fried shells in lard at 180 °C hold their snap against the ricotta's moisture long enough to reach the table. Lift the shells, drain on a rack, and slide off the tubes while still hot. The shell is done when it gives a clean, audible crack under light thumb pressure once cool.
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5
Pass the drained ricotta through a fine sieve into a bowl. Add the caster sugar and work with a spatula until smooth and homogeneous — do not over-whip or aerate excessively. Fold in the candied citrus peel and, if using, the chocolate chips. The filling is correct when it is light, holds its shape on the spatula, and carries a clean, faintly tangy sheep's-milk scent.
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6
Transfer the filling to a piping bag fitted with a plain nozzle. Fill each shell only at the moment of service — at the absolute outside, no more than 15 to 20 minutes ahead. Pipe from each open end toward the centre until the filling is flush with the rim. Press one piece of candied orange peel or a pistachio into each exposed end. Serve immediately on a flat surface so the filling does not shift. The finished cannolo is correct when the shell snaps clean at the first bite and the filling is cool and barely sweet against the crisp, lard-fried pastry.