Whisk together espresso, Kahlua, and 1 tablespoon of sugar in a small bowl. Set aside.
In a double-boiler over low heat, combine egg yolks, marsala wine, and remaining sugar.
Using a handheld mixer, blend mixture for about 5-8 minutes or until eggs become pale yellow and are approximately tripled in volume. Remove from heat. Add mascarpone and beat until just smooth.
In another bowl, beat whipping cream until it forms stiff peaks.
Gently fold mascarpone-egg mixture into the whipping cream until just combined.
Place into fridge to briefly chill.
Now, begin very quickly dipping the ladyfingers into the espresso mixture. Be careful not to over-saturate.
Line the bottom of an 8x8 pan with the espresso-moistened lady fingers. You may need to break a few ladyfingers in half to fit properly.
Next, spoon about half of the cream mixture over the ladyfingers.
Repeat- layering another layer of ladyfingers and topping with remaining cream.
Dust the top lightly with cocoa powder.
Chill, covered, in the fridge for about an hour (best if you let it chill for about 6 hours before serving, or overnight).
Dust with a generous amount of cocoa just prior to serving.