Budget tip: You can substitute chopped peanuts or almonds for the pistachios.
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.