Seperate the egg yolks and place them in a large, heatproof bowl (reserve the egg whites in another mixing bowl). Add marsala wine and sugar. Heat a pot with water (not too much, it should not be able to touch the bowl). Make sure the bowl fits on top of the pot. Once water is boiling, turn to low heat to reduce it to a simmer.
Fit the bowl on top of the pot and using an electric mixer (by hand works but unless you got hella arm strength you won't be able to get it as fluffy) whisk for around 8~10 minutes. To fully cook the egg yolk, cook til temp is between 165ºF and 170ºF and sit the bowl in an ice bath after (do not let any water touch the contents). Note that eggs scramble around 185ºF so be careful not to overcook.
Whisk the egg whites until stiff peaks form. On the side, fold the egg yolk mixture into the mascarpone. As the sides of the bowl may have a bit of cooked egg on them, I suggest doing this in a different bowl & do not scrape the egg off.
Fold the egg whites into the mascarpone mixture gently. Remember we're going for light and airy here, so be gentle.
Mix the espresso, the extra splash of marsala wine, and sugar in a small long container (enough room to dip the lady fingers, you might want to do this when the espresso is still warm so the sugar dissolves). A mini loaf pan works great for this! Dip the ladyfingers quickly and line the bottom of your pan with them.
Spread the mascarpone mixture over the layer of lady fingers. Repeat this one more time with another layer of ladyfingers and mascarpone. Dust the top with cocoa powder.
Chill for 6 hours at least to let it set. Enjoy!!
