Stir together flour, sugar, cinnamon, and salt. Cut shortening in with a fork until the pieces are the size of small peas. Stir in eggs. Blend in the vinegar and water. Turn dough onto a lightly floured surface and knead until smooth and elastic, about 5 minutes.
Add additional flour, if needed, to get a smooth dough. Wrap in plastic wrap and refrigerate 30 minutes.
Roll out dough to 1/8″ thickness. Cut out 3″ circles from the dough. Re-roll and cut the dough as needed - you want a total of 10 circles for 4 parfaits.
Heat oil on medium-high heat in a large saute pan. Fry dough circles until light golden brown, 3 to 4 minutes, turning once. Remove cooked circles to a paper towel to drain. Cool circles completely.
Cannoli Cream:
Stir together ricotta, powdered sugar, and vanilla until well combined.
Stir in half the chocolate chips, be careful not to over mix.
Whip heavy cream to stiff peaks, fold into filling mixture.
Chill filling for 30 minutes.
Assembly:
Break up one cannoli shell circle in the bottom of each of four parfait cups. Top shell with two heaping spoonfuls of cannoli cream. Sprinkle with a few chocolate chips. Repeat layers once more ending with chocolate chips.
Break the two remaining cannoli shell circles in half. Place on half, broken side down, into the top of each parfait.