In a large mixing bowl, combine 2 cups of all-purpose flour, 2 tablespoons of granulated sugar, 1 teaspoon of cocoa powder, and a pinch of salt. Rub in 3 tablespoons of cold, cubed unsalted butter until the mixture resembles coarse crumbs. Gradually mix in ½ cup of Marsala wine until a dough forms. Knead on a floured surface for about 10 minutes until the dough is stiff. Wrap it in plastic wrap and let it rest for 1 hour.

Once the dough has rested, divide it into quarters for easier handling. Roll each piece out on a floured surface to about 1/16th inch thickness. Use a 4-inch round cutter to cut out circles, then stretch each circle into an oval to fit around your cannoli tubes. Ensure the edges are slightly thicker for better frying. Use an egg white to seal the edges as you wrap the dough around the tubes.

Heat vegetable oil to 375°F (190°C) in a deep fryer or a heavy-bottomed pot. Carefully slide the cannoli tubes with the wrapped dough into the hot oil, frying for about 2 minutes until golden and crispy. Use tongs to turn them occasionally for even cooking. Once done, remove the shells and drain on paper towels, allowing them to cool before removing the tubes.

While the shells cool, prepare the filling. In a mixing bowl, beat together 16 ounces of very cold mascarpone cheese and 1 cup of sifted powdered sugar until smooth and creamy. Gently fold in ⅓ cup of pure pistachio paste, stirring until evenly distributed. If the mixture feels too soft, chill it for a short time to help it firm up.

Once the cannoli shells are completely cooled, fill a piping bag with the pistachio cream filling. Carefully pipe the filling into each shell from both ends, ensuring they're well-filled. For a final touch, dip the open ends of the filled cannoli into finely crushed roasted pistachios, adding a delightful crunch while enhancing the pistachio flavor.