Spray a cookie sheet with nonstick spray; set aside.
In a medium mixing bowl combine egg whites, flour, 1/3 cup sugar, melted margarine, and vanilla. Stir until smooth. Drop batter by teaspoonfuls, about 4 inches apart, on prepared cookie sheet. Spread each to make 3-1/2-inch circles. (Bake 3 or 4 cookies at a time.)
Bake in a 375 degree F oven about 6 minutes or until bottoms of cookies are lightly browned. Immediately loosen cookies from cookie sheet. Turn over and roll up each to form a cone. (Or, wrap around metal cannoli cones; remove cookies from cones while still warm.) Cool on a wire rack, seam side down. (If cookies become too stiff to roll, return briefly to oven to soften.) Repeat with remaining batter.
For cheese filling, in a small mixing bowl stir together ricotta cheese, 1 tablespoon sugar, orange peel, and cinnamon. Fold in whipped dessert topping and chocolate chips. Cover and chill until serving time.
To serve, pipe or spoon cheese filling into cookie cones. Serve immediately. Makes 16.