In a large bowl, combine flour, sugar, salt, and cocoa powder. Incorporate the butter into the flour mixture using your hands until the mixture reaches a sandy texture.
Add Marsala wine, vinegar and egg yolks, mixing until a dough comes together. Give the dough a few kneads in the bowl, it will feel very dry at the beginning, the more you knead it the more it smoothens. Flatten the dough into a circular shape, wrap it in plastic wrap, and refrigerate for at least 1 hour or overnight.
Divide the dough into pieces, and roll each piece as thin as possible, using a pasta machine if available. Cut out circles approximately 10cm/4-inch in diameter. Wrap each circle around a cannoli tube, brushing the edges with egg white to seal them.
Pour the vegetable oil into a deep saucepan until it's about one-third full and heat the oil to 360℉/180℃, use a kitchen thermometer to check the temperature.
Fry the cannoli individually, by placing them on a slotted spoon and submerging them into the oil. Fry for about a minute, or until golden-brown, then remove from the oil and place on kitchen paper to absorb the oil in excess. Let the cannoli shells cool completely then carefully remove the cannoli tubes.
Pipe the cannoli filling into each cannoli shell, then garnish with chopped pistachio, sprinkle with powdered sugar and serve immediately.