Prepare the shells: In a medium bowl, combine the flour, sugar, and cinnamon. Cut in shortening until crumbly.
Create a well in the center and add Water, egg, and egg yolk.
Using a fork, mix until the dough becomes stiff, then transfer it to a clean surface and knead by hand for about 10 minutes, adding a little more water if necessary. Cover the dough with plastic wrap and refrigerate for 1 to 2 hours.
Divide the cannoli dough into three halves, flattening each slightly to fit through the pasta machine. Roll each ball of dough through the pasta machine, gradually decreasing the thickness until you reach the thinnest setting. Dust lightly with flour if necessary.
Place the dough on a lightly floured surface. Cut out circles with a cutter or a large glass that are 4 to 5 inches in diameter.
Lightly dust the circles with flour. This will make it easier to get the shells out of the tubes later. Wrap the dough around the cannoli tubes, sealing the edges with a small amount of egg white. Repeat with remaining dough balls.
Heat the oil in a deep fryer or deep skillet to 375°F (190°C).
Fry the shells on the tubes in hot oil, one at a time, until golden, about 2 to 3 minutes. Use tongs to turn as needed. Using tongs, carefully remove the shells and lay them on a cooling rack lined with paper towels.
Allow the shells to cool slightly until they are cool enough to handle the tubes, then gently twist the tube to remove the shell. Using a tea towel can help you get a better grip when handling the tubes. Clean the tubes by washing or wiping them off, then reuse them to shape more shells. Once cooled, the shells can be stored in an airtight container for up to 2 months. Fill the shells just before serving, or up to 1 hour in advance.
Prepare the filling: In a large bowl, mix the ricotta cheese and confectioners' sugar until well combined. Fold in chocolate and lemon zest.
Scoop the mixture into a pastry bag and pipe it into the shells, starting from the center and filling one end, then repeating on the other side. If desired, dust with extra confectioners sugar before serving.