Cannoli Chips: Combine all ingredients except wine in bowl of electric mixer fitted with paddle attachment. Mix on low speed until mixture resembles fine crumbs. Add 1 oz. wine; mix well. Add remaining wine; mix until well blended. Form dough into 1/2-inch-thick disk. Wrap tightly in plastic and refrigerate 2 hours.
Divide dough in half. Roll out each piece to 1/8-inch thickness, dusting with flour as needed. Trim edges; cut into 2-inch squares. Fry in 350°F deep fryer 1-1/2 min. flipping after 1 min. Drain well. Repeat with remaining dough.
Cannoli Dip: Process cream cheese in food processor until very smooth. Scrape down side of bowl. Add ricotta, powdered sugar and vanilla. Process until mixture is light and creamy, scraping side of bowl as needed. Transfer mixture to mixing bowl. Refrigerate until ready to use. When ready to serve, gently fold in OREO Small Pieces by hand.
For each serving: Serve 1/4 cup (2 oz.) Cannoli Dip in small bowl with 6 Cannoli Chips.