Puree ricotta in processor. Blend in mascarpone. Add preserves; process until incorporated but some small chunks remain. Add chocolate; mix until just blended, using on/off turns (do not puree). Transfer mixture to pastry bag without tip. Pipe into shells. Sprinkle ends of cheese filling with coffee. Chill until cold. (Can be made 6 hours ahead. Keep refrigerated.) Sift powdered sugar over cannoli.