1

Cream together egg yolks and sugar in a heatproof bowl set over a pot of simmering water.  Add 1/3 cup of the marsala and continue to whisk until mixture is thick and doubled in volume (should take about 10 minutes, and the temperature should rise to about 160 degrees F).  Remove from heat.  Stir in the mascarpone until completely blended.

2

In a chilled bowl, whip the heavy cream to soft peaks.  Fold the whipped cream into the mascarpone mixture, to lighten.

3

In a small saucepan, combine espresso, 1 oz. grated chocolate, Kahlua, vanilla and remaining 2 T. marsala.  Heat gently, and stir to dissolve the chocolate.  Then, chill the mixture to cool it down, about 15 minutes.  Quickly dip each ladyfinger in the chilled coffee mixture and arrange in a single layer on a 9x13" pyrex pan.  Do not soak the cookies or they will become too moist.  (Just quickly dip them in and out). 

4

Spread half of the mascarpone cream evenly with a spatula on top of the dipped ladyfingers.  Repeat with a second layer of dipped ladyfingers and remaining mascarpone cream. 

5

Dust with cocoa powder (optional) and shaved chocolate.

6

Refrigerate for at least 2 hours before serving.