STEP ONE: Prepare Cream Mixture-- In an electric mixer, prepare cream mixture by whipping sugar and egg yolks on high speed until pale yellow and thick. With mixer on medium speed, add cream cheese and whip until smooth. Add mascarpone and Marsala. Mix until incorporated. Fold in whipped cream. Refrigerate. STEP TWO: Prepare Espresso Mixture-- To prepare espresso mixture, combine espresso, additional Marsala, sugar, and warm water. STEP THREE: To assemble, dip ladyfingers in espresso mixture. Place one layer of dipped ladyfingers on bottom of serving platter. Top with one layer of cream mixture. Add another layer of dipped ladyfingers, topped with a second layer of cream mixture. Sift cocoa over top.
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