In a large mixing bowl, combine the flour, granulated sugar, and salt. Add the chilled butter and mix until the mixture resembles coarse crumbs. Stir in the vanilla extract. Gradually add cold water, mixing until a dough forms. Wrap the dough in plastic wrap and refrigerate for at least 30 minutes.
Preheat your oven to 400°F (200°C). Roll out the chilled dough on a lightly floured surface to about 1/8 inch thick. Cut into 4-inch squares.
Take a square of dough and wrap it around a cannoli tube, overlapping the edges slightly. Brush the edges with a little water to seal. Repeat with the remaining squares.
Place the wrapped tubes on a baking sheet lined with parchment paper. Bake for 15-20 minutes or until golden brown. Remove from the oven and let cool slightly before carefully sliding the tubes out.
In a mixing bowl, whip the heavy cream until soft peaks form. Gradually add the powdered sugar and continue whipping until stiff peaks form. Gently fold in the mascarpone cheese and vanilla extract until well combined. If desired, fold in mini chocolate chips.
Once the cannoncini shells are completely cool, use a piping bag to fill each shell with the cream mixture. Dust with powdered sugar before serving.