Place the coffee in a medium saucepan. Bring to a boil, reduce heat and simmer until it reduces to about ¼ cup (~6-8 minutes). Set reduced coffee aside.

Using a medium saucepan, add milk and place over medium-low heat. Stir occasionally until milk just begins to simmer.

Meanwhile, using a large mixing bowl, whisk together the sugar and egg yolks until well combined. Add mascarpone cheese; stir until well combined. (Note: Do not use an electric mixer as it will add too much air to the mixture.)

Gradually pour the hot milk into the bowl with the egg yolks; whisking vigorously the entire time.

Return the mixture to the saucepan and cook over medium-low heat, stirring constantly, until the mixture thickens noticeably and coats a wooden spoon. (~4-5 minutes) (Note: If you have a kitchen thermometer, the target temperature is 180°F. Do not allow mixture to boil.)

Remove mixture from heat and add the heavy cream, marsala, vanilla extract, espresso powder and reduced coffee; stir until well combined. Pour the mixture through a fine-mesh strainer into a clean container. Cover with plastic wrap, pressing the plastic directly onto the surface of the mixture, and refrigerate overnight.

(Optional) If you desire a firmer ice cream, transfer the finished ice cream into the freezer for a couple of hours.