For filling, in a medium bowl stir together ricotta cheese, granulated sugar, 4 teaspoons cocoa powder, vanilla, and orange peel until almost smooth. Fold in chocolate. Cover and chill until needed.
Meanwhile, if using, prepare Homemade Chocolate Cannoli Shells.
Spoon filling into a pastry bag fitted with a large open star or round tip. Pipe filling into cannoli shells. If desired, cover and chill for up to 1 hour. Before serving, sprinkle cannoli with powdered sugar and, if desired, additional cocoa powder.
Homemade Chocolate Cannoli
In a medium bowl, stir together all-purpose flour, sugar cocoa powder, and salt. Using a pastry blender, cut in shortening into flour mixture until mixture resembles coarse crumbs.
In a small bowl, stir together eggs, milk, and honey. Add egg mixture to flour mixture. Stir just until mixture forms a ball. Divide dough in half.
On a lightly floured surface, roll each dough portion into a 16-inch square. Cut each square into sixteen 4-inch squares. Wrap each square lightly around one end of greased metal cannoli cylinders.
In a small bowl, lightly beat 1 egg white. Moisten overlapping dough with egg white; press gently to seal.
Fry cannoli shells, a few at a time, in deep, hot vegetable oil (350 degrees F) about 1 minute or until golden brown. Using tongs, carefully and gently lift shells from hot oil; drain any hot oil that is in metal cannoli cylinders back into pan. Drain on paper towels. Cool. Repeat with remaining squares.