Combine the cooled coffee with sweet marsala wine in a shallow dish.

Use an electric hand mixer or stand mixer with a whisk attachment to whip the heavy cream with powdered sugar and instant coffee powder in a medium bowl until very soft peaks form.

In a small bowl, stir the mascarpone cheese and vanilla extract to combine.

Add the mascarpone mixture to the whipped cream and whisk just until firm peaks form. Be careful not to overbeat.

Cut the savoiardi in half and dip into the coffee. Layer two halves at the bottom of the serving glass.

Top with approximately two heaped tablespoons of mascarpone mixture and repeat so that you have two layers of savoiardi and two layers of mascarpone cream.

Repeat with the remaining savoiardi and mascarpone cream in the remaining 5 glasses.

Cover with plastic wrap and refrigerate for at least 2 hours to set.

To serve, dust the tops with sieved cocoa powder.