Preheat oven to 325°F (160°C). Line 18 standard muffin tins with paper liners. Cut the vanilla bean in half lengthwise, scrape out the seeds and place the seeds and pod in a small saucepan together with the milk. Heat over medium heat just until the milk starts to bubble. Remove from heat. Stir in the butter until melted. Allow the mixture to cool for 15-30 minutes.
Sift together flour, baking powder and salt and set aside. In a mixing bowl, whisk together eggs, egg yolks and sugar. Place the bowl over a pot of simmering water and continue to whisk the eggs and sugar together until sugar is dissolved and the mixture is warm (about 5-6 minutes). Remove bowl from heat and beat with an electric mixer on high speed until the mixture is fluffy, pale yellow and thick enough to hold a ribbon on the surface for several seconds when the whisk is lifted.
Discard the vanilla bean pod from the milk mixture and, while mixing, pour the milk mixture into the egg mixture and continue to mix just until blended. Gently fold the flour mixture into the egg mixture by hand until no more specks of flour are visible.
Divide the batter among the lined cups (filling each about ¾ full). Bake until centers are completely set and edges are lightly golden brown, about 18-20 minutes. Transfer tins to wire racks and leave the cupcakes to cool completely in the tins.
Stir together hot coffee, marsala and sugar until sugar is dissolved. With a wooden toothpick, poke several holes into the tops of the baked cupcakes. Repeatedly spoon teaspoons of the coffee-marsala syrup over the cupcakes until all of the syrup has been absorbed. I left my cupcakes in the muffin tins for this. Allow the cupcakes to absorb the liquid for 30 minutes.
Mix the Mascarpone Frosting ingredients together with an electric mixer until thick and fluffy, about 1-2 minutes. Frost the cupcakes with a knife like I did or pipe on the frosting and dust with unsweetened cocoa powder using a small sieve. Store cupcakes in a tightly sealed container in the refrigerator for up to two days.
Notes
* In the U.S., I recommend using full-fat cream cheese spread, because that is closest to our cream cheese in Austria and I know it works with this recipe.