In a bowl combine flour, sugar, salt and cocoa and mix well. Add butter and make crumbs with your hands. Add the rest of the ingredients and make a dough: it shouldn't be very soft.
Leave the dough covered for 2 hours in the fridge.
Roll the dough about 1/ 12-1/10 inch thin /2-2,5 mm. Cut out 4-inch/ 10 cm circles from it.
Roll every circle around a cannoli mould. Use water to seal the opposite sides together.
Grease the cannoli with oil and fry them for 5-7 minutes at 200ºC/ 400º F in Air Fryer.
Whip the ricotta with the icing sugar.
Fill the cannoli, using a piping bag: pipe from both sides, until the shells are filled.
Sprinkle ground pistachio and chocolate chips at the sides.
Sprinkle the cannoli with icing sugar on top.
Marsala wine can be substituted by other flavourful liquor or by vanilla or rum extract if you prefer these cannoli to be alcohol-free.
Rolling the dough: if you have pasta machine, it can be helpful to roll the dough to the desired thickness. Otherwise you can use just a rolling pin which is still ok but might take a bit longer time.
The frying time would vary depending on your air fryer model. I used Philips air fryer and it took me 6-7 minutes. You may want to test with the first cannoli starting at 5 minutes and increasing accordingly.
Store the filled cannoli 2-3 days in airtight containers in the fridge. Beware that they would loose their crispness after the first day.
You can also make the shells ahead and store them in dry airtight containers at room temperature for up to a week.