Using your food processor, add flour, sugar and salt. Pulse in short bursts (about 10 times). Add the butter and pulse in short bursts (just until there are no longer clumps).
Add in the Marsala and whole egg. Pulse to mix well. Bring the dough together to a soft, shaggy mass. If you need to add a little more wine, add at this point.
Shape into a round and transfer to an oiled bowl. Cover and let it rest at room temperature for 30 minutes to 1 hour.
Heat a large pot with at least 1 ½ inches of oil to 345 - 355 degrees. Working with half the dough (keep rest covered in bowl) roll it out very thinly onto a well floured surface (nearly 1/16 of an inch)
Use a 3 1/2 - 4 inch cookie cutter and cut dough into rounds. Spray cannoli forms with cookie spray then wrap individual dough circles around each form. Brush ¾ inch of one end lightly with egg white and press edge to the opposite side.Using metal tongs, immerse the shells in preheated oil and fry until golden (1 -2 minutes). Do not burn the shells! Remove, let them drain on paper towels and cool a little. Then carefully slide them off your forms. Repeat with the remaining dough.
Allow to cool and then fill with cannoli filling and decorate with chocolate chips on edges, chopped pistachios or leave plain. Sprinkle the tops with powdered sugar!