How to Make It
In a large stainless steel bowl, beat the egg yolks with the sugar until slightly thickened, about 2 minutes. Set the bowl over a medium saucepan of simmering water. Gradually whisk in the Marsala and whisk constantly until the mixture triples in volume, about 8 minutes. Remove the bowl from the pan and continue whisking for another minute.
Pour the espresso into a shallow bowl. Dip the amaretto cookies in the espresso one by one and use them to line the bottoms of eight 3 1/2-inch ramekins; use any broken cookies to fill the spaces.
In a medium bowl, beat the mascarpone with a rubber spatula until creamy. Add the Marsala custard and fold together until smooth. Spoon the mixture into the ramekins and refrigerate until firm, about 2 hours. Garnish with the berries and serve.