For the cakes, heat oven to 180C/ 160C fan/gas 4. Butter and line 2 x 20cm sandwich tins. Melt the butter and allow to cool slightly. Put the eggs, sugar and vanilla into a bowl and whisk for about 8 mins or until the mixture is pale, thick and has trebled in volume.
Sift the flour, cocoa, baking powder and a pinch of salt over the egg mixture, then gently fold together. Pour the cooled butter around the edge of the bowl and fold in until fully incorporated. Divide the batter between the prepared tins and bake for 10-12 mins or until a skewer inserted into the middle of the cakes comes out clean. Allow to cool in the tins for a few mins, then transfer to a wire rack to cool completely.
Meanwhile, make the filling. Dissolve the sugar in the coffee and set aside. Put the egg yolks, sugar and Marsala into a heatproof bowl, then set over a large pan of simmering water. Whisk for 5 mins until the mixture is thick and has trebled in volume - make sure the mixture is really thick. Remove from the heat and take the bowl off the pan. Keep whisking until the mixture is cool.
Melt the chopped white chocolate in the microwave on Low and allow to cool slightly. Meanwhile, beat the mascarpone until smooth, then fold into the egg mixture with the cooled white chocolate.
Slice the cakes in half horizontally. Place one layer in the bottom of a 20cm springform tin. Brush with the coffee syrup and spread with 3 tbsp of the mascarpone mixture. Scatter with 1 tbsp grated dark chocolate, then repeat until you end with the fourth layer of cake. Cover with cling film and chill for at least 2 hrs along with the remaining mascarpone mixture.
Remove the tin and put the cake on a serving plate, then cover with the remaining mascarpone mixture. Mix the remaining dark chocolate with the grated white chocolate and press carefully onto the sides of the cake. Dust the top with cocoa.