Stir together sugar, 1/2 cup whipping cream, milk, and next 4 ingredients in a heavy saucepan. Cook over medium heat, stirring constantly, 30 minutes or until thickened. Cool mixture completely. Discard vanilla bean. Whisk in cream cheeses.
Stir together espresso and Marsala. Layer one-fourth ladyfingers in a trifle bowl or large clear bowl; brush with espresso mixture. Top with one-fourth cream cheese mixture. Repeat 3 times with remaining ladyfingers, coffee mixture, and cream cheese mixture.
Beat remaining 1/2 cup whipping cream at high speed with an electric mixer until foamy; gradually add powdered sugar, beating until soft peaks form. Spoon over cream cheese mixture, and sprinkle with cocoa. Cover and chill 2 hours.
Note: To prepare espresso, stir together 3/4 cup hot water and 1/3 cup ground espresso or dark-roast coffee. Let stand 5 minutes; pour through a wire-mesh strainer lined with a coffee filter into a glass measuring cup, discarding coffee grounds. Makes 3/4 cup.
This may also be prepared in a 13- x 9-inch dish, layering ladyfingers brushed with coffee mixture and cream cheese mixture. Spread with whipped cream mixture.
Original recipe: Calories 618 (75% from fat); Fat 51g (sat 29g); Chol 314mg.