First, separate the egg whites from the yolks into two bowls. Beat the egg whites until stiff peaks form. In another bowl, combine the yolks with the sugar and mascarpone cheese. Use a mixer to blend until you have a smooth, yellow cream. Gently fold the beaten egg whites into the mascarpone mixture using a spatula, mixing from the bottom up to keep the mixture light and airy.

In a separate bowl, prepare the soaking liquid for the cookies. Mix the water, lemon juice, and sugar to taste. Stir well and taste to make sure it's not too tart. Adjust the sugar as needed.