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Step 1
Use an electric beater to beat the egg yolks and sugar in a medium bowl until thick and creamy. Add the mascarpone and marsala and beat for a further 2 minutes until well combined and mixture thickens. (Do not overbeat.)
Step 2
Use a clean electric beater to whisk the egg whites in a medium, clean dry bowl until soft peaks form.
Step 3
Use a large metal spoon to fold half of the egg whites into the mascarpone mixture until combined. Fold in the remaining egg whites until combined. (Mixture should be pale, thick and creamy.)
Step 4
Combine the coffee and extra marsala in a medium bowl. Quickly dip 6 of the biscuits, one at a time, into the bowl of coffee mixture, and then place in the base of six 310ml (1 1/4-cup) ramekins or glasses, pressing each biscuit down lightly to cover the base. Drizzle with 1/2 teaspoon of the coffee mixture.
Step 5
Spread a third of the mascarpone mixture over biscuits and dust with 1/4 teaspoon of cocoa powder. Repeat in 2 more layers, dipping the biscuits in the remaining coffee mixture and layering the remaining biscuits, coffee mixture, mascarpone mixture and cocoa powder. Cover loosely with plastic wrap and place in the fridge to chill for 6 hours or overnight.
Step 6
Serve dusted with the extra cocoa powder.