1. Separate egg yolks from whites.
  2. Make a zabaglione in a bowl by mixing egg yolks and sugar with a whisk.
  3. Add the mascarpone and stir until the mixture is homogeneous and creamy.
  4. In a separate bowl, beat the egg whites until stiff.
  5. Add the egg whites to the zabaglione, a few spoonfuls at a time, by stirring gently.
  6. Mix coffee and Marsala in a separate bowl.
  7. Quickly dip Lady Fingers (both sides) in it, one at a time.
  8. In the serving dish (e.g., a 13 x 9 x 2 in. Pyrex oven pan) put approximately 1/3 of the cream and even it out with a spatula; then add a layer of soaked Lady Fingers, another even layer of cream, and another layer of soaked Lady Fingers; top with the last layer of cream and even it out with the spatula.
  9. Sprinkle cocoa powder on top through a sifter.
  10. Crumble chocolate and sprinkle it on top too.
  11. Refrigerate for several hours before serving (better if prepared the day before).