Place a heatproof bowl over a pan of simmering water with the egg yolks and the sugar in, whisk until pale, creamy and doubled in volume. Remove from the heat and whisk for another 1 min until cool.
In another bowl beat the cream, mascarpone and vanilla until combined, thick and creamy. Fold or very gently whisk this mixture into the creamy yolks.
Dip half the sponge fingers into the marsala and arrange over the bottom of a serving dish. Pour over half of the creamy mixture, then top with most of the raspberries. Repeat the layers, then finish by dotting over the remaining raspberries. Cover and chill for at least 2 hrs.
Dust the tiramisu with icing sugar just before serving in big bowls.