In a large bowl, mix together the flour, sugar, cocoa powder, and salt. Add the melted butter, egg yolk, and white wine or vinegar. Mix until a dough forms, then knead for about 5 minutes until smooth. Wrap in plastic wrap and refrigerate for at least 1 hour.

Roll and Shape the Shells

After the dough has chilled, roll it out on a floured surface to about 1/8 inch thick. Cut into circles about 4 inches in diameter. Wrap each circle around a cannoli tube, sealing the edges with a bit of water.

Fry the Shells

Heat oil in a deep fryer or large pot to 350°F (175°C). Fry the wrapped tubes in batches until golden brown, about 2-3 minutes. Remove and drain on paper towels. Allow to cool before carefully removing the shells from the tubes.

Making the Citrus Ricotta Filling

Prepare the Filling

In a bowl, combine ricotta cheese, powdered sugar, vanilla extract, orange zest, and lemon zest. Mix until smooth and creamy. Fold in the chopped pistachios or chocolate chips.

Fill the Cannoli

Using a piping bag, fill each cannoli shell with the ricotta mixture. Dust with powdered sugar and garnish with additional pistachios or chocolate chips if desired.