In a medium bowl, stir together ricotta cheese, granulated sugar, cocoa powder, vanilla, and orange peel until almost smooth. Fold in chopped chocolate. Cover and chill for 30 minutes.
Meanwhile, prepare Homemade Chocolate Cannoli.
Spoon filling into a decorating bag fitted with a large open star or round tip. Pipe filling into Homemade Chocolate Cannoli. Cover and chill up to 1 hour. Just before serving, sift powdered sugar over cannoli. If desired, sprinkle with cocoa powder.