Zabaglione: In the top part of a double boiler, beat eggs and sugar together until the mixture is pale yellow in color.In the bottom part of the double boiler, bring water to a boil then reduce heat to simmer. Place egg yolk mixture over water and gradually add Marsala, beating continuously. Scrape bottom and sides of pan occasionally and cook 6 to 10 minutes or until soft mounds can be formed. Transfer to bowl, cover and refrigerate 30 minutes. (I threw it in the freezer for 10 minutes while I brewed coffee and whipped the cream.)

Whip cream with 2 Tbsp sugar until soft peaks form. Fold in Mascarpone and Zabaglione and mix until well blended. Cover and refrigerate 1 hour (skipped this step entirely). In a separate bowl, mix espresso, 2 Tbsp. sugar, Brandy and vanilla.

Arrange 16 cookies on the bottom of a 9" by 13" pan. Carefully spoon about 1 Tbsp of the coffee mixture over each cookie so they are well saturated but not falling apart. Spread 1/3 cheese mixture over cookies and sprinkle with 1 Tbsp cocoa (easiest way to do this is in a shaker or tapping a mesh strainer). Repeat two more times ending with cocoa

Cover and refrigerate at least 5 hours or overnight so that cookies can soften as they absorb moisture. Garnish and serve.