Pour the cold coffee into a shallow bowl. Add a splash of Marsala wine to the coffee. Stir them together and set the bowl aside.
Place the mascarpone cheese in a large mixing bowl. Add the powdered sugar and the vanilla extract. Beat them with a whisk until the mix is smooth.
Pour the heavy cream into the mascarpone mixture slowly. Use your electric whisk on a medium speed setting. Whisk until the cream forms very stiff peaks.
Dip a ladyfinger biscuit into the coffee mixture quickly. Do not soak it for more than two seconds. Place it into the bottom of your serving dish.
Repeat this for half of the ladyfinger biscuits. Create one solid layer at the bottom of the dish. Make sure there are no large gaps between them.
Spread half of the mascarpone cream over the biscuits. Use your spatula to make the top layer flat. Grate some dark chocolate over this creamy layer now.
Add another layer of coffee-dipped biscuits on top. Be careful not to press down too hard. You want to keep the bottom layer light.
Top the second layer with the remaining mascarpone cream. Smooth it out all the way to the edges. This seals the flavors inside the dish.
Dust a thick layer of cocoa powder on top. Use your sieve to get a very even coating. Chill the dish in the fridge for two hours.