In the top of a double boiler or in a metal bowl, combine the yolks, sugar, and liqueur until smooth. Set over a pot of barely simmering water and whisk by hand or beat with an electric mixer until pale yellow and foamy and a ribbon forms when the beaters are lifted, 5 to 7 minutes.
Remove from the heat and beat in the cocoa until smooth.
Divide the berries between footed dessert coupe dishes or large tall martini glasses. Top the fruit with the zabaglione and cookies, and garnish with chocolate shavings. Serve immediately.
Yield: 2 servings