Drain ricotta by placing it a fifine mesh strainer.
Let drain in refrigerator for at least an hour and up to overnight.
In a large bowl using a hand mixer, beat heavy cream and 1/4 cup powdered sugar until stiff peaks form.
Combine ricotta, mascarpone, remaining 1/4 cup powdered sugar, vanilla, orange zest, and salt. Fold in whipped cream.
Refrigerate until ready to fifill cannoli, at least 1 hour.
In a large bowl, whisk together flflour, sugar, salt, and cinnamon.
Cut butter into flflour mixture with your hands or pastry cutter until pea-sized.
Add wine and egg and mix until a dough forms.
Knead a few times in bowl .
Pat into a flflat circle, then wrap in plastic wrap and refrigerate at least 1 hour and up to overnight.
On a lightly flfloured surface, divide dough in half. Roll one half out to 1/3 in. thick.
Use a 4 in. circle cookie cutter to cut out dough. Repeat with remaining dough.
Re-roll scraps to cut a few extra circles.
Wrap dough around cannoli molds and brush egg whites where the dough will meet to seal together.
FOR AIR FRYER:
Working in batches, place molds in basket of air fryer and cook at 350°F for 12 minutes, or until golden.
When cool enough to handle or using a kitchen towel to hold, gently remove twist shells off of molds.
Place fifilling in a pastry bag fifitted with an open star tip.
Pipe fifilling into shells, then dip ends in mini chocolate chip.