Beat the sugar and egg yolks together until white, fluffy and voluminous. The mixture should be smooth (sugar dissolved) when rubbed between your fingers.
Melt the white chocolate and allow to cool to room temperature.
With the mixer running, add the white chocolate and cinnamon and mix until just combined.
Add the cold mascarpone and beat for another 2 minutes until smooth and thick.
Combine the espresso and Kahlua / Marsala in a shallow bowl.
Dip the finger biscuits into the coffee mixture then layer with the mascarpone mixture in a serving dish of your choice.
Dust with cocoa powder and refrigerate for at least 6 hours but ideally overnight before serving.
Serve topped with festive sprinkles and white chocolate shavings.