If you don't have Marsala wine, red wine will work. Regular cream cheese will work if you don't have mascarpone cheese. You can use mini chocolate chips instead of chopped dark chocolate.
If you roll too slowly when the shells come out of the oven and they begin to harden, just pop the pan back into the oven for a few minutes and the cookie will soften up again. The same procedure can be used to make 12 smaller tubes, using half as much batter, and a smaller foil mold.
Most people these days use powdered sugar to sweeten the cheese filling, but I do believe honey was the original sweetener for cannoli, and it's definitely what I prefer. But you go ahead and sweeten this with whatever you want.