Spray a 9 1/4x5 1/4x3-inch metal loaf pan lightly with nonstick spray. Line the pan with plastic wrap. Finely grind the cookies in a food processor. Add the melted butter and process until the crumbs are moistened. Press the crumb mixture onto the bottom of the prepared loaf pan. Refrigerate.
Whisk 1/2 cup of sugar, egg yolks, espresso, Marsala, and salt in a large metal bowl to blend. Set the bowl over a saucepan of simmering water (do not allow the bottom of the bowl to touch the water). Whisk the egg mixture until it is thick and creamy and a thermometer inserted into the mixture registers 160 degrees F, about 5 minutes. Set the custard over another bowl of ice to cool completely.
Using an electric mixer, beat the cream and remaining 1/4 cup sugar in another large bowl until firm peaks form. Using a large rubber spatula, fold the whipped cream into the custard. Spoon the mixture atop the prepared crust. Cover with plastic wrap and freeze until frozen, at least 8 hours or up to 3 days.
Unfold the plastic wrap. Invert the semifreddo onto a platter. Remove the plastic wrap. Cut the semifreddo into 1-inch slices and serve.