Firstly, prepare the mascarpone filling by mixing all the ingredients for it together.
Secondly, prepare the dough. Beat the whole eggs with the sugar until foamy. Gradually add the oil and milk and finally carefully mix in the flour mixed with cocoa and baking powder.
Layer the third of the dough in a form greased with butter or oil and sprinkled with coarse flour, then half of the mascarpone filling, then the dough again, the rest of the filling and finally the rest of the dough. Bake in an oven heated to 390 °F / 200 °C, after 10 minutes reduce the temperature to 320 °F / 160 °C and finish baking.