1.Grease 21cm x 14cm loaf pan; line with baking paper, extending 5cm over two long sides.
2.Combine egg yolks, eggs and sugar in medium heatproof bowl set over medium saucepan of simmering water. Using electric mixer, beat mixture 5 minutes or until thick and creamy. Remove from heat, cool.
3.Meanwhile, beat cream, mascarpone and marsala in small bowl with electric mixer until soft peaks form, transfer to large bowl. Fold egg mixture into mascarpone mixture, refrigerate 1 hour.
4.Meanwhile, make ganache. Stir chocolate and cream in small saucepan over low heat until smooth, cool.
5.Trim and discard crusts from all sides of both sponges. Split each sponge in half, trim to fit pan as needed during the layering process. Brush sponge slices with combined coffee and the boiling water. Spread half the mascarpone mixture into loaf pan, drizzle with half of the cooled ganache, top with half the sponge. Repeat layers with remaining mascarpone mixture, ganache and sponge. Cover, freeze overnight. Remove terrine from pan, turn onto plate, discard paper. Serve slices of terrine topped with chocolate.