Heat the oven to 180C/160C Fan/Gas 4. Grease and line an 18x25cm/7x10in Swiss-roll-type tin.
For the sponge, whisk the egg whites in a bowl until stiff but not dry, set aside. In another bowl, beat together the egg yolks and sugar with an electric whisk until pale and creamy. Add a little of the egg white to loosen the mixture, then fold in a third of the flour, then a third of the egg white.
Repeat until all the flour and egg white is incorporated, folding carefully to retain as much air as possible in the egg whites. Pour into the prepared tin and bake for 25 minutes, or until risen and lightly golden-brown. Leave to cool, then remove from the tin.
To make the mascarpone cream, beat the egg whites in a clean bowl with an electric whisk until stiff but not dry. Set aside. In another bowl, beat the egg yolks with the icing sugar until creamy. Add the mascarpone cheese and vanilla and beat until smooth. Loosen the egg yolk mixture with a spoonful of the whites, then fold in the remaining whites, keeping the mixture very light.
Assemble 8 cocktail or wine glasses and put a spoonful of the mascarpone cream into each.
Cut the sponge into 16 pieces to fit the glasses. Mix the espresso and Marsala, take 8 pieces of the sponge and dip in the espresso mix and put one in each glass. Top with more mixture and then add a second piece of soaked sponge. Finish with a layer of mascarpone cream. Smooth over, then cover with cling film.
Cover and refrigerate for a minimum of 6 hours but preferably overnight to allow the mixture to set firm. Sprinkle with grated chocolate just before serving.