Break through the lady fingers once, place them in 4 glass bowls and sprinkle with coffee. Peel the oranges generously so that the white skin is completely removed. Use a sharp knife to cut the flesh out between the parting skins.
Squeeze the juice out of the parting skins. Separate eggs. Mix mascarpone, quark, egg yolk, sugar, vanillin sugar, orange juice and orange liqueur. Beat the egg whites until stiff and fold loosely into the cream cheese.
Spread the orange filets over the lady fingers. Fill with cream. Peel small rolls from the chocolate with a peeler and sprinkle over the cream. Keep cool until serving.