Place ricotta, cream cheese, orange rind, and vanilla extract in a mini food processor; process until smooth. Add powdered sugar, and pulse until well combined. Place ricotta mixture in a small heavy-duty zip-top plastic bag; seal bag. Snip a 1/2-inch hole in one bottom corner of the bag. Fill cannoli shells evenly with ricotta mixture. Combine pistachios and chocolate in a small bowl. Evenly dip ends of cannoli in pistachio mixture.
This was fun to make. Got cannoli shells at Harris Teeter. I only had one small orange, and didn't have a teaspoon of good zest from it, but it was plenty orangey anyway (the microplane makes very juicy, flavorful zest) and I'm not sure I would've wanted more zest. One tip: if your zip top bag is pleated at the bottom, don't follow their instruction to snip a 1/2 inch hole- I did this and of course it turned out to be much too big of an opening! So I had to use a small spoon to fill the cannoli. But it worked out fine. They looked pretty (like the picture). I enjoyed it and DH loved his.
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