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Line a 1kg loaf tin with cling film. Beat the mascarpone, sugar and marsala together then fold in the chocolate and cream.
Make up the coffee with 600ml boiling water, leave for 5 mins then strain into a bowl and stir in the sugar and brandy.
Reserve 2 biscuits then quickly dip the remainder as you use them into the coffee mixture and line them along the base and up the long sides of the tin (they will stand above the rim).
Spoon in half the creamy mixture. Dip the last biscuits into the coffee and place on top end to end. Spoon the remaining creamy mixture on top, then fold over the sponge fingers above the rim and press lightly into the filling. Cover and freeze. To serve, turn out onto a plate, strip off the cling film and dust generously with cocoa. Spoon the cream down the centre and decorate with the chocolate.