Combine the cream, mascarpone, Marsala and sugar in a large mixing bowl and whisk until the mixture has the consistency of thickly whipped cream.
Pour the made up coffee into a shallow dish. Dip the sponge fingers into the coffee, turning for a few seconds so that they are evenly soaked, then layer into the base of a large glass serving bowl or break up the fingers and place into individual serving glasses.
Spread the mascarpone mixture on top of the sponge fingers. Sift the cocoa powder on top in an even layer, serve and enjoy.