For The Syrup: Combine the sugar and water in a saucepan and bring to a boil. Cool and stir in the coffee and brandy.
For The Filling: Whisk the yolks in the bowl of an electric mixer and whisk in the sugar and Marsala. Whisk over a pan of simmering water until thickened. Remove and beat by machine until cold. Smash the Mascarpone smooth in a bowl with a rubber spatula. Fold in the filling. Whip the cream and fold it in. Cut the Pan di Spagna into thin, vertical slices. Place a layer of the slices in the bottom of a gratin dish and soak with the syrup, using a brush. Spread with half the filling. Repeat with the Pan di Spagna, syrup and filling. Place a last layer of Pan di Spagna on the top and soak with the remaining syrup. Whip the cream with the sugar and spread it on the surface of the dessert. Decorate with the cinnamon and coffee grounds. Refrigerate several hours before serving.
