Add the sugar to yolks and beat until you get a cream smooth and homogeneous, add the Marsala and cook in bain-marie until it is assembled well. Add the mascarpone and mix thoroughly. Prepare bowls in a base of sponge soaked in water and a little brandy and cover everything with zabaglione cream. Refrigerate for at least 5 hours (preferably prepare it the morning for the evening). Just before serving sprinkle with cocoa.