1. Beat egg yolks with an electric mixer in a heatproof bowl for 3-5 minutes, until pale and thick. Place bowl over a saucepan of simmering water and continue beating, gradually adding sugar and marsala. Beat until mixture is thick and fluffy. Remove from heat and continue beating until mixture cools to room temperature.
2. Beat mascarpone until smooth and gently fold in cream. Fold into cooled egg mixture.
3. Combine liqueur and coffee. Arrange half of sponge fingers in a glass serving bowl or individual dessert glasses. Brush with coffee mixture and top with half of cream mixture. Arrange remaining biscuits over cream, brush with coffee mixture and cover with remaining cream mixture. Cover with plastic wrap and chill for several hours before serving.
4. To serve, dust with cocoa and spoon into serving bowls.
Tips: The quantities for this recipe can be doubled for a larger group.
In pictures: best Italian recipes
