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Place egg yolks in a bowl and quickly whisk in the sugar. Add juice and liqueur. Place bowl over a simmering pot of water and cook, stirring constantly, until the mixture is very thick. Do not allow the custard to boil. Remove the bowl from heat and place it in an ice wter bath; stir to cool it quickly. Place the mascarpone in the bowl of an electric mixer and beat 1 minute. Add the heavy cream and beat until the mixture holds firm peaks. Add the cooled custard adn orange zest and mix just until blended. Cover and refrigerate until you are ready to assemble parfaits.
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