For the caramelised clementines, place the sugar and 150ml water in a medium saucepan and heat gently until the sugar has dissolved. Bring to the boil and simmer for 4-5 minutes until pale caramel in colour, remove from the heat and add 100ml boiling water. Place the clementines in a shallow bowl with the walnuts and pour over the caramel sauce, set aside to cool.
Meanwhile, dissolve the coffee in 200ml boiling water, allow to cool before dipping in the trifle sponges, placing them in the base of 6-8 small tumbler glasses or dishes.
Whisk the mascarpone, cream, yogurt and sugar in a large bowl until thickened, whisk in the marsala and then stir in the walnuts, spoon over the sponge bases and chill.
Just before serving spoon over the clementine slices and juices.