Make the coffee soak: Pour the coffee into a shallow tray and stir in the coffee liqueur. Place in the freezer for a few minutes until ice-cold. The coffee must be cold or it will melt the cream.
Whip the mascarpone: Put the mascarpone and condensed milk into a bowl and whisk until smooth.
Whip the cream: In a separate bowl, beat the double cream with an electric whisk until it reaches a thick, pourable consistency. Don't overwhip. Stir in the Marsala, then fold the cream into the mascarpone mixture.
Soak the sponge fingers: Take 9 sponge fingers and dip them one at a time into the cold coffee for a few seconds. Turn them once and lift out quickly. They should be soggy on the outside but still crisp in the centre.
First layer: Break the soaked fingers in half and place 3 halves in the bottom of each of six serving glasses. Grate a layer of dark chocolate directly over the sponge fingers. Spoon 2 tablespoons of mascarpone cream into each glass.
Second layer: Dip the remaining 9 sponge fingers in the coffee. Break in half and add 2 halves to each glass. Grate the rest of the chocolate over the top. Divide the remaining mascarpone cream between the glasses.
Chill and serve: Refrigerate for at least 20 minutes. Before serving, dust cocoa powder over the surface using a small tea strainer.
