Whip mascarpone cheese until light and airy. Dip ladyfingers in Espresso Rum Mixture (see below) and place in serving bowl 3 inches deep by 7 inches wide. Top with 1 oz of zabaglione (see below). Using a 3 oz scoop, layer one-third of whipped mascarpone over ladyfingers. Repeat process 2 more times with remaining ladyfingers, zabaglione and mascarpone. Chill in refrigerator. Prior to serving, sprinkle with cocoa powder and crumbled biscotti.
ESPRESSO RUM MIXTURE: Mix espresso and rum together.
ZABAGLIONE: Whisk egg yolks and whole egg together with sugar until eggs are thick and lemon colored. Whisk in Marsala wine. Microwave on high for 30 seconds, whisk, and repeat microwaving and whisking 4-6 times, until pudding is thick. Alternatively, whisk ingredients in the top of a gently simmering double boiler until thickened.