Combine marsala, sugar and coffee in a jug. Stir until sugar dissolves.
Divide the sponge slices between four 400ml-capacity whisky glasses. Reserve 1 tablespoon of the coffee mixture. Drizzle remaining coffee mixture over the sponge slices.
Top with half the chocolate, and all the custard and cherries. Drizzle with the reserved coffee mixture. Sprinkle with the remaining chocolate and serve.