Sugar cooks the egg yolks. If you do that step too early or let it sit out, the eggs cradle when you whip it with the mascarpone. Or it could be you over whipped the mixture as mascarpone will separate if over whipped.

Did the mascarpone need to be cold? I know that cream will not whip if it is warm.

I made tiramisu once and it came out great. Today I tried to make it, and my custard curdled and was not usable. What did I do wrong? I had to send DH out to Whole Foods to buy a cake. The egg/sugar mix was room temperature, as was the mascarpone. TIA.