Spread the almond slivers on a metal pan and put them under the broiler, about three inches from the heat. (This can be done in a toaster oven if you like.) Watch for the first sign of browning, count to ten, then remove from the oven.
Put the almonds and the cookies into a food processor and grind into coarse crumbs. Remove and reserve 2 Tbs. of the crumbs. Add the milk, 1/4 cup sugar, almond extract, and Marsala. Run the processor for a few seconds, until everything is blended.
In a bowl, beat the egg yolks with a wire whisk until pale yellow and thickened. Add the cookie-milk mixture and stir to combine evenly.
In a clean bowl with grease-free beaters, beat the egg whites with the cream of tartar until soft peaks form. Add the vanilla extract and 2 Tbs. sugar and continue to beat until stiff.
With a wooden spoon or rubber spatula, gently stir the cookie mixture into the beaten egg yolks until just combined. Streaks are okay.
In another bowl, beat the whipping cream until peaks form. Add the remaining sugar and beat until stiff. With a wooden spoon or rubber spatula, fold the whipped cream into the other ingredients, stirring untiluntil combined. (Again, streaks are okay.)
Spoon about 1/2 cup of the mixture into dishes about three inches in diameter and two inches deep, or custard cups. (Disposable plastic or paper cups about that size not only work, but are traditional.) Sprinkle the tops with the reserved cookie and almond crumbs.
Put the cups into the freezer until frozen, and serve.