Start by making the caramel: place 1 cup of granulated sugar in a heavy skillet over medium heat. Without stirring, allow the sugar to melt and turn golden brown. Pour the hot caramel carefully into your desired baking molds, tilting them to coat the bottom evenly.
In a large bowl, whisk together the eggs, the remaining 1 cup of sugar, the shot of Marsala wine, vanilla bean seeds, and a pinch of salt. Whisk until fully blended but not foamy.
Warm the milk until just below boiling and gradually add it to the egg mixture, stirring constantly. Pour the custard mixture into a large pitcher for easier handling, and then divide evenly among the prepared caramel-coated molds.
Place the molds into a deep baking pan and fill the pan with warm water until it reaches halfway up the sides of the molds. Bake in a preheated oven at 300°F (150°C) for about 45 minutes, or until set.
Remove from the oven and let cool completely to room temperature. Once cooled, refrigerate for at least 2 hours. To serve, run a small knife around the edges of each mold and invert onto serving plates. Spoon any remaining caramel sauce over the custards.