To make tiramisu al marsala, first you will need to prepare the filling. In a saucepan, combine the gelatine, sugar, and water. Bring to the boil, then reduce the heat to low and simmer the mixture for 30 minutes, stirring occasionally. Remove the saucepan from heat and add the egg yolks, 1 cup of the milk and the vanilla extract. Mix the ingredients until they are well combined. Pour the batter into an ungreased 9-inch cake pan and bake in the oven for 1 hour and 15 minutes or until the cake is golden brown. Serve with whipped cream and shaved chocolate shavings.