In a large bowl, combine flour, sugar, baking powder, and salt. Dice the lard or butter and cut into the flour mixture using a dough blender, two forks, or your fingers until pieces are no larger than a pea.
In a small bowl, add egg and marsala. Beat together until incorporated. Add to the dry ingredients and mix together until dough forms. Transfer to a lightly floured surface. Knead until smooth, about 5 minutes. Wrap in plastic and refrigerate for an hour.
Once chilled, divide the dough into four equal pieces. Place one piece on floured work surface and cover the rest. Roll the dough into a rectangle as thinly as possible, flouring as needed to prevent sticking.
Use a fluted pastry wheel to cut and detail the edges of the rectangle. Cut the dough into 2 x 4 inch strips. If desired, cut 1-2 lines inside each strip. Place on a large baking sheet lined with parchment and cover while you repeat with remaining pieces.
Add about 3 inches of oil to a large, deep pan. Place over medium heat to get the oil to 350 degrees F. Once heated, add a few chiacchiere, being careful not to overcrowd. Fry until golden, about 45 seconds, then turn to fry the other side. Place on towel lined plates. Repeat with remaining chiacchiere. Serve with powdered sugar.