In a large bowl, beat egg yolks and confectioners’ sugar together with an electric mixer until pale and thick. Slowly beat in 2 tablespoons of orange liqueur and Marsala. Add mascarpone and beat until the mixture is thick and smooth.

In a small bowl, combine coffee and remaining 2 tablespoons orange liqueur.

In an 8 to 9-inch baking dish place half of ladyfingers in one layer, cutting to make them fit if needed. Drizzle half of coffee mixture over ladyfingers. Then spoon half of mascarpone mixture, and sprinkle with half grated chocolate. Repeat with an additional layer with remaining ladyfingers, coffee, mascarpone and chocolate.

Cover and chill for at least 4 hours or overnight.