Whisk the egg whites until stiff and set aside.
Whisk the egg yolks and sugar (with the Marsala if using) for a few minutes until pale, voluminous and fluffy – this is what we can zabaglione!
Switch from a whisk attachment to a paddle mixer, and beat in the mascarpone until nicely combined.
Finally, fold in the egg whites in a couple of batches.
Place into a piping bag ready to assemble.
Start by placing a round of panettone at the bottom of your chosen vessel. Drizzle over 1-2 tbsp coffee (it’s important not to soak the panettone like you would a savoiardi, because it will basically disintegrate – trust me, I failed so you don’t have to!).
Pipe a layer of cream and repeat with another slice of panettone, coffee and cream.
Finish with a dusting of cocoa and importantly – refrigerate for at least a couple of hours before serving.