Mix the milk powder, sugar, and tapioca starch in a bowl.
Add the heavy cream, whole milk, and Marsala wine and whisk well to incorporate all of the dry ingredients into the liquid.
Whisk in the corn syrup, espresso, and egg yolks.
Pour the mixture into a 2.5 quart (2.36 liter) saucepan, using a spatula scrape the sides of the bowl. Place the saucepan on medium-high heat and cook, whisking continuously to prevent any burning or clumping. Whisk slowly in the beginning and increase speed as the mixture gets warmer and begins to steam and thicken. It should thicken without boiling after 8-12 minutes on the heat; watch carefully so it doesn't burn. Once the mixture has thickened enough to coat the back of a spoon, continue cooking 15 seconds longer, whisking vigorously. Then immediately remove from the heat.
Pour the mixture into a clean glass or stainless-steel bowl and lay plastic wrap directly on the surface to prevent a skin from forming on top. Allow the mixture to sit 30 to 45 minutes, until no longer hot. Then place in the refrigerator to cool completely, about 4 hours. If the mixture needs to be used right away, submerge most of the bowl in an ice bath and let it sit 30 to 40 minutes, refreshing the ice as necessary.
Once the mixture has cooled completely and thickened further, pour it into the bowl of the gelato machine, gently stir in the dark chocolate and ladyfingers, and churn the gelato according to the manufacturer's directions. The gelato will expand and should spin until it's thick and creamy but still soft enough to scoop into a storage container, about 30 to 55 minutes.
Using a rubber spatula, scoop the gelato into a storage container.
Press a piece of plastic wrap or parchment paper directly on the surface of the gelato, seal the container with an airtight lid, and put it in the freezer.
Freeze at least 4 to 5 hours. When ready, the gelato should be firm enough to scoop but soft and creamy in texture.
Enjoy the fresh gelato as soon as possible. If using after 1 day, allow 7 to 10 minutes for the gelato to soften outside of the freezer before eating.