Put the egg yolks and 2 tablespoons each sugar and Marsala into a small bowl set over a pan of simmering water, making sure the bottom of the bowl does not touch the water. Whisk the mixture until fluffy and it holds a trail when the whisk is lifted out of the bowl. Keep whisking until cooled.
Whisk the cream until soft peaks form. Beat together the mascarpone and the remaining sugar and stir this into the cooled egg mixture, followed by the whipped cream.
Put the coffee and remaining Marsala into a shallow bowl. Dip some of the sponge fingers in the mixture and place in the bottom of 4 serving bowls. Scatter over some chocolate and raspberries, then spoon over some of the cream mixture. Repeat the layers until the mixture is used up. Top with grated chocolate to serve.