Prepare the Crust: Preheat oven to 325°F (165°C). Prepare a 9-inch springform pan by wrapping with foil. Combine crushed graham crackers, sugar, melted butter, and espresso powder. Press into the pan and bake for 10 minutes. Let cool.
Create the Cheesecake Filling: Beat softened cream cheese until smooth. Add mascarpone, sugar, eggs, vanilla extract, Marsala wine, and espresso mixture. Mix until smooth.
Prepare the Coffee Soaking Mixture: In a shallow dish, combine cooled espresso, Marsala wine, and sugar. Dip ladyfingers quickly, ensuring they absorb liquid without becoming mushy.
Assemble and Bake: Layer soaked ladyfingers over the cooled crust. Pour half of the cheesecake filling over them, followed by another layer of ladyfingers. Top with remaining filling and smooth the surface. Bake in a water bath for 60-70 minutes until edges are set but center is slightly jiggly.
Cool and Decorate: Let cheesecake cool in the oven with the door cracked for 1 hour. Remove from the oven, run a knife around the edges, and cool completely on a wire rack. Refrigerate for at least 6 hours or overnight. Whip the heavy cream with powdered sugar and vanilla. Top cheesecake with whipped cream, cocoa powder, and grated chocolate if desired.