In a small bowl, stir together the confectioners' sugar, Marsala, espresso powder, cocoa and vanilla.
In a large bowl of a stand mixer, beat the mascarpone cheese until light and fluffy. Fold in the whipped topping. Fold in the coffee Marsala mixture.
Spoon into 4 dessert glasses and refrigerate until ready to serve. When ready to serve, garnish with 2 ladyfinger cookies and chocolate shavings, for garnish.