castor sugar is regular granulated sugar. you are correct that icing sugar is confectioner's sugar. I supose you could use the lady fingers, but I'd go the whole way and make the sponge. They aren't a bit hard to do.

My recipes have always indicated that castor sugar is the equivalent in the US to superfine, or bar, sugar.

As for tiramisu, when I make it I use the crisp ladyfinger savoiardi cookies, not the spongy items, so can't say.

Thanks, Ladies!
Now I can zip off to the grocery!

Hi
here's a link that I found on a google search for castor sugar

http://www.ochef.com/580.htm

Caster sugar is a fine white sugar mostly used in cakes and puddings. It is also known as superfine sugar in the US.
When I was there, I used to give ordinary granuated sugar a quick whizz in a coffee grinder. You could also use it for ground almonds. I couldn't get those for love nor money. I have an American friend who makes suet puddings sometimes. She says that she has to go to the butcher for suet because you can't buy packs of it as you can in the UK,

In addition to Miss Prism's coffee grinder method, you can also make caster sugar by putting granulated sugar into a blender/liquidiser. That's how my mother (in the UK) always makes it anyway.

I was wondering about my spelling, but it turns out that both 'castor' and 'caster' are correct

'Castor' or 'caster' sugar is so called because being fine and runny it could be put inside a castor (container with holes at the top) for sprinkling.

I once tried using the blender to make caster sugar from granulated sugar, but ended up with icing sugar

Yes, there's always a risk of getting icing sugar, but overdoing anything culinary can be dodgy.
Hands up all those who have never over whipped cream or who has never ended up with gravy browning rather than caramel.