Mix the cooled espresso coffee and sweet marsala wine together in a shallow dish.
In a medium bowl, beat the cold heavy cream with powdered sugar and instant espresso powder until soft peaks form using a mixer.
Combine mascarpone cheese with vanilla extract in a separate bowl with a gentle stir.
Carefully fold the mascarpone mixture into the whipped cream, continuing to beat until the mixture holds firm peaks but is not overmixed.
Trim the savoiardi cookies in half, quickly soak each piece in the coffee mixture, and arrange two halves side by side at the base of each dessert cup.
Spoon about two heaping tablespoons of the mascarpone cream over the cookies and repeat the layering once more to create two layers of cookies and cream.
Divide the remaining cookies and mascarpone cream among the other cups, following the same layering pattern.
Cover the filled cups with plastic wrap and chill in the refrigerator for a minimum of two hours to set.
Before serving, sprinkle the tops of the tiramisu cups with a fine dusting of cocoa powder.
