This cake is adapted from the Duchessa di Parma recipe in Malgieri's book Great Italian desserts (who in turn takes it from a bakery in Parma). The creams are not too elaborate, but of course one needs a pan di spagna to start with. The cream made with marsala resembles the typical zabaglione, a mixture of marsala, eggs and sugar with supposedly energizing virtues. As a cream, here we add the flour to thicken it.
Prepare a chocolate ganache: bring the heavy cream to boil, remove from the fire, and add the chocolate. Let it melt and then mix. Even more easily, heat the cream in the microwave, add the chocolate, then either let it melt, or very briefly put back in the microwave. Note: the chocolate in the microwave burns easily, so if you try it, do so for a very short time, and check. You don't have to melt it all right away, it will melt as you prepare the rest of the cake.
Note on the ganache: the proportions of chocolate and cream vary a lot depending on the chocolate. Some chocolates have high cocoa content, some have less. For standard supermarket semisweet chocolate, the proportions are more 1/2 cup for 6 ounces chocolate. I use dark Valrhona chocolate, which requires more liquids. In any case, it's up to one's taste, how creamy or how solid one likes it.
Prepare the cream: in a big bowl, mix the yolks and the (3/4 cup) sugar. Then incorporate the flour, making it smooth. You don't need to use a mixer here - you don't need to incorporate air, so a fork will do. Then add the marsala and mix well. It is best if you initially add just a tablespoon or two, mix well, and then add the rest of the Marsala, slowly. Then put the thing in the microwave. How long depends on the microwave. So the best thing is to put it for short periods of time, take it out, stir a couple of times, check if it is thick, and continue if necessary. On average, it may take 2-3 minutes, but as said, it depends. It is easy to see when the cream is ready, because the cream thickens all at once. Let the cream cool, if you have time.
Instead of using the microwave, you can prepare the cream on the stovetop. Pour the egg mixture in a pan, then cook at low fire, stirring. After a while, you will notice that the cream thickens. When this happens, remove from the fire and stir a little bit more. However, on the fire the process takes a little longer, may be 5 or 10 minutes.
Now assemble the cake. Carefully cut the pan di spagna in 3 - or - if you are brave - 4 pieces. Cutting is tricky, proceed slowly. Do not cut straight through, it is easier to first make an incision on the outside of the cake, then cut slowly, rotating the cake. Do not attempt to cut the cake in 4 pieces if it is your first time. If the pan di spagna is frozen, it is easier to cut. In general, the colder, the easier to cut. You do not want to cut a cake right out of the oven.
Then prepare the syrup. In a microwaveable container (like a pirex cup) mix the water and the sugar, then put it in the microwave until it bubbles. (You can also boil the syrup on a stovetop, of course) Remove from the oven and add some rhum. The quantity of rhum depends on how alcoholic you like it. I like the kick, so I suggest 1/4 to 1/2 cup rhum. Also, the total quantity of syrup you use depends on how wet and moist you like the cake, you can use more or less as desired. If you are used to butter based cakes, note that the pan di spagna does not contain butter, so it is drier - you do want to use more syrup. Note also that the syrup will be relatively thick, so you should pour it when it is hot. If you prepare the syrup in advance, you should reheat it before pouring. Otherwise it will not be absorbed.
Now start assembling. Place the bottom layer on a cake dish. Pour some of the (hot) syrup, then cover with part of the marsala cream. Add the second layer, wet with syrup, add the rest of the cream, then top with the final layer and wet with syrup. Finally, cover the cake with the chocolate ganache.
Serve cold or at room temperature. Given the sugar and alcohol, the cake keeps for several days in the refrigerator.
In addition to the cover, the original recipe calls for one layer of chocolate inside the cake (instead of only zabaglione cream). To do so, you should double the quantity of chocolate ganache, and halve that of zabaglione cream.