Whisk the egg yolks and sugar using an electric beater or a stand mixer until thick, pale and moussey. Mix in the mascarpone with a metal spoon, folding it in until completely incorporated. 

Make the coffee. Stir in the Baileys and Marsala into the coffee and set aside. 

In a separate, clean bowl using clean beaters, whisk the egg whites until smooth, creamy peaks are formed, but not too stiff either. Fold in the mascarpone mixture, incorporating gently not to lose so much air. 

Soak the biscuits briefly into the coffee mixture, ensuring they are fully dunked. Arrange them on the base of your trifle dish/bowl. I dip, hold for 1 second, turn and hold for another 1 second, and then remove. 

Scoop the first half of the mascarpone mixture over the biscuit layer. Spread out evenly. Repeat the biscuit layer and finish with another layer of mascarpone. Keep repeating until you end up with a layer of mascarpone on top. Dredge well with cocoa powder and place in the fridge to set for 2 hours.