Ricotta cheese is naturally a bit watery and therefore can result in watery shells. To prevent this, we add an egg and parmesan cheese to the ricotta to help absorb some of the moisture and thicken it up a bit. If you have the time and patience, you can always strain the moisture out of the ricotta by using a cheesecloth or letting it sit in a strainer for a few minutes. The type of marinara or tomato sauce you're using can also result in watery shells. Choose a thick variety that holds up well in the oven.