Step 1

For the mascarpone custard: Add the egg yolks, sugar and Marsala to a medium heatproof bowl and whisk to combine. Set the bowl over a medium saucepan of gently simmering water (do not allow the bowl to touch the water). Whisk constantly until the mixture is pale, hot to the touch and has doubled in volume, 4 to 6 minutes, scraping down the sides of the bowl occasionally with a rubber spatula. (This can be done with an electric mixer to speed up the process.) Remove from the heat and continue whisking until slightly cooled, about 1 minute. Whisk in the mascarpone cheese until combined. Refrigerate until ready to assemble.

Step 2

To assemble: Stir together 1 1/4 cups hot water, espresso powder and 3 to 4 tablespoons Marsala in a liquid measuring cup. Evenly divide the mixture between two medium bowls. Dust the bottom of an 8-by-8-inch baking dish with 1 teaspoon cocoa powder.

Step 3

Working one at a time, dip half of the ladyfingers into one bowl of the espresso mixture for 2 seconds per side, until soaked but not soggy. Arrange them over the cocoa powder in one layer, breaking up as needed to fill in any gaps. Pour any remaining liquid from the first bowl over the layer of ladyfingers. Spread half the mascarpone custard over the ladyfingers. Repeat the process with another layer of ladyfingers and the remaining bowl of espresso mixture, then spread with the remaining mascarpone custard.

Step 4

Cover with plastic wrap and refrigerate for at least 4 hours or up to overnight. Sift the remaining 1 tablespoon cocoa powder over the top just before serving.