In a large bowl, beat cream cheese, 1/2 cup of the sugar and Marsala until smooth and fluffy. In separate mixing bowl, whip heavy cream, vanilla and remaining 1/2 cup sugar until stiff peaks form. Gently combine cream cheese and whipped cream mixtures; set aside.
Stir together coffee, brandy and coffee liqueur in a shallow bowl or pie plate. (This will be used to soak ladyfingers.)
In single serving wineglasses. Place a scant 1/4 cup cream cheese mixture in the bottom of a glass. Quickly dip one ladyfinger cookie in soaking liquid. Break in half, and place over cream cheese mixture. Repeat a layering of cream cheese and a soaked ladyfinger. Top with a dollop of cream cheese mixture. Repeat with 11 more glasses and remaining cream cheese, ladyfingers and soaking liquid. Grate chocolate over all of the servings.