1. Whip the cream with 3 tbsp icing sugar until evenly blended, then beat in the mascarpone, vanilla extract and 1 tbsp Marsala.
2. Sweeten the coffee with the remaining 1 tbsp icing sugar, stir to dissolve, then add the rest of the Marsala.
3. Dip 4 sponge fingers in the coffee mixture and use them to line the base of four serving glasses (breaking them into shorter lengths if necessary to fit the glasses). Spoon or pipe over a layer of the mascarpone misture. Repeat layering the dipped sponge fingers and mascarpone mix until you reach the top of the glasses.
4. Spoon any remaining coffee mixture over the top and dust with sifted cocoa powder. Chill for at least 20 minutes.
5. Just before serving, stick two sponge fingers into each tiramisu.