To prepare the syrup, combine the coffee, sugar, and coffee liqueur in a small saucepan and bring to a boil. Cool slightly, then refrigerate the mixture and let it cool completely.
To prepare the filling, fit a stand mixer with a whisk attachment and beat the egg yolks and sugar in a large bowl until thick and pale, about 6 minutes. Add the vanilla extract, mascarpone cheese, and Marsala; mix until smooth.
Beat the heavy cream until peaks form. Fold into the filling until fully incorporated. Cover and refrigerate until needed.
Pour the cool coffee syrup in a small shallow dish. Quickly dip each ladyfinger into the syrup. Don't allow the cookies to be immersed for longer than a few seconds.
To assemble the tiramisu, spread a third of the mascarpone mixture on the bottom of a 9'' x 13'' baking dish and arrange half of the soaked ladyfingers on top. Spread another third of the mascarpone mixture over the ladyfingers. Repeat with the remaining ladyfingers and mascarpone. Dust the top with cocoa powder. Cover and refrigerate for 4-6 hours, or until set.
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