First prepare pastry dough: In large bowl, with mixer at low speed, beat flour, margarine or butter, sugar, Marsala, salt, and egg yolks just until mixed. Shape dough into a ball. Wrap with plastic wrap and refrigerate 1 hour.
Preheat oven to 350 degrees F. Into 10 inch by 2 1/2 inch springform pan, press three-fourths of dough onto bottom and up side of pan to within 3/4 inch of top; keep remaining dough refrigerated. Bake crust 15 minutes or until golden; cool in pan on wire rack.
While crust is cooling, prepare filling: Into large bowl, press ricotta through fine sieve. With mixer at medium speed, beat ricotta just until smooth; slowly beat in sugar, scraping bowl often with rubber spatula. Add heavy or whipping cream, flour, vanilla extract, salt, eggs, orange and lemon peel; beat until well blended, occasionally scraping bowl. Pour cheese mixture into crust.
On lightly floured surface, with floured rolling pin, roll out remaining dough into 10 inch by 5 inch rectangle. Cut dough lengthwise into ten 1/2 inch wide strips. Place 5 dough strips about 1 inch apart across filling. Arrange remaining strips at right angles to make a lattice. Trim ends of strips even with crust.
Bake cheesecake 1 1/4 hours. Turn off oven; let cheesecake remain in oven 1 hour. Remove cheesecake from oven; cool completely in pan on wire rack. Cover and refrigerate at least 4 hours or until well chilled.
When cheesecake is firm, with spatula, loosen pan side from cheesecake and remove; loosen cake from pan bottom; slide onto plate.
Sprinkle cheesecake with confectioners’ sugar. Arrange orange twists around cake.
16 servings. Begin early in day or day ahead to make this recipe.