Cooking instructions: Before continuing, to avoid any problem related to the consumption of raw eggs, heat the egg yolk, sugar and Marsala mixture in a bain-marie, soaking the pan with the cream in a larger pan of water about two-fingers high. In this way, the mixture will heat slowly and gently. Stir until the cream coats the spoon. It’s now ready. Add the mascarpone and keep stirring. In the meantime, prepare the coffee, add a little bit of sugar, then let cool in a large bowl. Once cooled, soak the cookies in it, one at a time and on both sides. Place the cookies in a baking dish, one next to the other, until they form an even layer. Then cover them with the egg and mascarpone cream and repeat.