In a small bowl, dissolve your espresso powder in the boiling water.
Take out your double boiler, get some water simmering in the bottom, and combine espresso liquid, mascarpone, confectioner's sugar, Sweet Marsala, and cornstarch, making sure to mash it with a spatula until the cheese has melted.
In a medium bowl, whisk your egg yolks.
Gradually whisk (constantly whisk!) in about 1/2 of a cup of warm mascarpone mixture.
Whisk the egg yolk mixture into the mascarpone mixture that remains in the double-boiler and whisk constantly cooking until the fondue is hot and thickened, and reads 180F on an instant-read thermometer (this should take approx 2 mins).
Transfer mixture to a fondue pot or chafing dish and keep warm over a burner.
Place the chopped chocolate in small bowls and serve immediately with the ingredients you choose to dip into this fabulous fondue, allowing your guests to dip into the chopped chocolate after dipping into the warm fondue.