Place a deep metal bowl in the freezer to get cold. You'll use this to make the whipped cream.
Add 2 tablespoons of sugar and 2 tablespoons of marsala wine to the hot coffee, whisk to dissolve the sugar, and set aside to cool.
In a large, heat-proof glass bowl, whisk together the egg yolks and ½ cup of sugar until smooth and pale yellow in color. This should take 3 to 4 minutes.
Add the remaining 2 tablespoons of marsala and whisk to combine.
Place a large pot over high heat and fill it with water. (see notes below)
Bring the water to a full boil' and place the bowl with the egg yolk mixture on top of the pot.
Turn the heat down to low and start whisking. Continue to whisk for 10 to 12 minutes or until the custard is smooth, glossy, and slightly thickened. Don't rush this step. Remove the custard from the heat and set it aside to cool.
While the custard is cooling, add the heavy whipping cream to the metal bowl you put in the freezer. Use a hand mixer and whip the cream until stiff peaks form. You'll know it is done when the mixture is very thick and you can scoop it up onto the end of the beaters without it falling off.
Add the mascarpone cheese to a bowl and whisk it to soften it up.
Add the custard to thde mascarpone cheese and whisk until completely smooth.
Add the whipped cream into the bowl with the custard and mascarpone cheese mixture. Using a large, flexible spatula, gently fold the custard and whipped cream together until they are thoroughly combined. (see notes below)
When the tiramisu filling has come together, place it in the refrigerator until you're ready to assemble.
Pour the cold coffee into a bowl wide enough to easily dip the ladyfingers. Working quickly and with one lady finger at a time, dip each cookie into the coffee mixture and quickly flip it 5 to 6 times. Don't soak it too long or it will fall apart in the coffee.
Place the soaked ladyfinger into the bottom of a dish approximately 8" x 10" wide. Continue this process until the bottom is covered.
Spread half of the custard on top of the ladyfingers, until it completely covers the top.
Top the custard with another layer of soaked ladyfingers, and then spread the remaining custard on top.
Cover the tiramisu and refrigerate for no less than eight hours, preferably overnight.
When ready to serve, dust the top with cocoa powder or finely grated chocolate.