Place the egg whites into the bowl of the kitchen mixer and whisk on high until soft peaks form then gradually add the sugar until stiff peaks form. Remove the bowl from the mixer and using a spoon gently fold in the mascarpone and nocello into the meringue mix until fully incorporated.
Place the serving cups on a flat tray ready to be filled.
Using a spoon, place a small amount of the mix onto the bottom of the cup to just cover it.
In a separate bowl mix the marsala and coffee together.
Remove the biscuits from the packets and one at a time, soak each biscuit on each side for 2 seconds. Then line up the biscuits in the cup to cover the whole area. Break up some biscuits if needed to fill in the gaps.
Spoon the mascarpone mix over the biscuits and level at about 1 cm thick. Dust with cocoa and repeat the process till you reach the top.
Serve with a single savoiardi biscuit on the side and enjoy.