Soak the ladyfingers in hot coffee (or put the ladyfingers in a container and pour the coffee over). Make sure the coffee is distributed evenly among the ladyfingers.
Separate the egg yolks and beat them with the sugar. When ready fold in the mascarpone. Add the marsala. Beat the egg whites until stiff (you should be able to turn the container almost upside down and the whites should still stay in the bowl); for best results the egg whites must be very cold. Adding a pinch of salt before beating might also help. Fold slowly the egg yolk mixture into the stiff egg whites.
In a round or rectangular pan put one layer of ladyfingers, one layer of creamy mixture, etc. Keep in the refrigerator for a few hours. Before serving sprinkle a very fine dust of cocoa on the creamy mixture.
Thanks to my sister Giorgia.