In the top pan of a double boiler whisk (or use a hand mixer) the egg yolks with the sugar until thickened slightly and light colored. Whisk in 1/2 cup Grand Marnier. Place the pan in simmering water and, whisking continually, cook until the mixture is thickened - this takes about 3 minutes if the water is already simmering. Remove the top pan from the simmering water and allow the mixture to cool to room temperature at least 15 minutes.
Meanwhile, in a mixing bowl, beat the mascarpone cheese until smooth (allowing the cheese to warm some at room temperature makes it easier to work with.) Mix in the cooled egg yolk mixture and beat until thoroughly combined.
In another mixing bowl beat the whipping cream just until soft peaks form. Using a rubber spatula, carefully fold the whipped cream into the mascarpone mixture just until blended.
In a small bowl, mix the remaining 1/4 cup of Grand Marnier with the coffee. Dip the lady fingers quickly, one by one, into the coffee mixture and then place them in one even layer in the bottom of a 2 quart dish. Spread half of the cream mixture on top of the lady fingers, sprinkle with 1/2 of the chocolate and then repeat the layers (lady fingers, cream, chocolate) one more time.
Cover with plastic wrap and place in the refrigerator to chill for at least 6 hours or overnight.
Serve in bowls and decorate with orange zest.
Makes at least 8 servings (this is rich stuff)