Using an electric hand mixer, beat egg yolks and sugar together in a large bowl until pale and creamy. Gently fold in mascarpone and liqueur. Wash and dry beaters. Whip cream to firm peaks. Fold into mascarpone mixture.
Wash and dry beaters. Beat eggwhites until stiff peaks form. Fold into mascarpone mixture. Cover with plastic wrap and refrigerate for 30 minutes.
Combine coffee and warm water in a shallow dish, stirring until coffee dissolves. Using half the biscuits, dip biscuits 1 at a time in coffee, turning to coat. Place, in a single layer, over the base of a 6cm-deep, 18cm x 28cm (base) baking dish.
Spread half the mascarpone mixture over biscuits to cover. Repeat layers with remaining biscuits, coffee and mascarpone mixture. Cover and refrigerate for 4 hours.