If using a double boiler put water on to heat up.
Whip cream lightly until firm peaks form.
Add half the marsala to the mascarpone cheese. Whip until mix starts to firm up but not not over mix, or it will curdle.
If using a double boiler make sure the top of the water does not touch the bottom of the double boiler. Start with boiling water then turn the heat down and keep the heat on as low as possible. Add the egg yokes and sugar to the top of the double boiler and whisk together with a balloon whisk until pale. This is your sabayon.
Continue to whisk for five to ten minutes until mixture is pale, foamy and starts to thicken up. Once thickened remove from heat and allow to cool.
Add the slightly cooled sabayon to the mascarpone cheese and mix to incorporate.
Add mascarpone mix to whipped cream and fold in gently to incorporate, without knocking the air out of the mix. It should be nice and thick and hold its shape pretty well.
Mix the cold coffee and masala wine and put into a shallow bowl
Dip ½ of the sponge finger biscuits in one by one, turning over briefly before removing.
Place the soaked sponge fingers into the dish, lining them up as needed.
Spread half the cream mix over the coffee soaked biscuits.
Repeat for the next layer, soaking the sponge biscuits and covering with cream mix.
One the top layer is completed dust generously with cocoa powder or finely chopped chocolate.
Cover and chill in fridge for at least 4 hours, ideally over night.
To serve remove from fridge, slice and enjoy!