In the bowl of a stand mixer fitted with a paddle attachment or a large bowl, combine the flour, sugar, cinnamon, and salt.
Mix in the vegetable shortening until the texture becomes crumbly.
Add the vinegar, egg, and marsala wine and mix just until a smooth dough comes together.
Cover with plastic wrap and allow the dough to rest at room temperature for 1 hour.
Line a baking sheet with paper towels and set aside.
Pour 2 inches (5 centimeters) of oil into a large saucepan and heat to 375˚F (190˚C).
Place the dough on a floured work surface.
Roll the dough into a thin sheet, flouring just as needed to prevent sticking.
Cut the sheet vertically into 2 inch (5 centimeter) strips, then horizontally to form 2 inch (5 centimeter) squares.
Cut each square in half diagonally to make triangles.
Gently add a few of the triangles to the hot oil, in batches to not overcrowd.
Fry the triangles on each side until golden, then remove with a slotted spoon to the prepared baking sheet. Repeat with remaining triangles.
Allow the Cannoli Chips to cool to room temperature.
Remove the Cannoli Dip from the refrigerator, sprinkle with mini chocolate chips, chopped pistachios, and powdered sugar, and serve with the cooled Cannoli Chips.