Pour coffee and marsala into a shallow dish. Set aside.
Beat egg yolks and sugar in a large bowl with electric beaters until pale and thick. Add the mascarpone and whipped cream, mixing gently until just combined.
Beat egg whites in a medium bowl with electric beaters until soft peaks form. Using a large metal spoon, gently fold eggwhites into the mascarpone mixture.
Dip enough biscuits into the coffee mixture to cover the base of a 19cm square ceramic dish. Cover the biscuits with one-third of the mascarpone mixture. Repeat layers 2 times, ending with the cream. Cover with plastic wrap and refrigerate for at least 2 hours. Dust generously with cocoa and serve.
Variation: Marsala can be replaced with orange juice if preferred.