Make the filling, Tip the ricotta into a cheesecloth and suspend the ricotta over a bowl to catch any liquid. Leave to drain while you make the dough.
Combine the flour, sugar, and lemon zest in a bowl, then make a well in the center. In a separate bowl, beat together the egg, oil, lemon juice, and Marsala.
Pour the wet mixture into the well in the dry ingredients and bring them together. Add enough water to make a pliable dough. ( 1-3 tablespoons)
Turn the dough out onto a lightly floured surface and knead for 5 minutes, until smooth and silky. Divide dough into 4 equal balls, flatten each one slightly, then wrap in cling wrap. Chill for 20 minutes.
Lightly squeeze the ball of ricotta, to release any excess moisture, then pass through a sieve 3 times until smooth and creamy. Stir in the icing sugar, orange zest, and chocolate chips. Cover and chill the mixture until ready to use.
Take the dough from the refrigerator and roll it out very thinly or you could use a pasta machine. cut out a 10cm round cutter, cut out three rounds. On half the round place 1 teaspoon of filling (a little less if using small rounds), fold over the empty half and seal the edges with water then use a fork seal around the edges to hold it together. then repeat with the remaining dough, to get a total of 12 cassatelles altogether. Chill for 20 minutes.
Heat the deep fryer to170C/338F. Cook the cassatelles in batches for 3-5 minutes, turning halfway through cooking, until cooked through and golden. Lift each batch out of the oil and drain on a paper towel. Repeat until all are cooked.
If you want to bake these preheat oven 180C/350F for 20-25 minutes or until golden. Allow to cool and dust with icing sugar.