Preheat oven to 350°F (180°C). Line a 17 x 11-inch (45 x 29 cm) rimmed baking sheet with parchment paper; set aside.
Cake: In a large bowl, whisk together egg yolks, sugar, yogurt, oil and vanilla. In another bowl whisk together flour, ⅓ cup (75 mL) cocoa powder, baking powder and salt. Fold dry ingredients into wet ingredients. Stir to combine.
Using an electric mixer, on medium speed, whip egg whites until stiff peaks form. Fold one-third of egg whites into the batter; mix well. Fold in remaining egg whites. Spread in prepared pan, smoothing top. Bake for 10 minutes or until cake springs back when lightly touched in centre. Let cool for 3 minutes.
Loosen edges with a knife; remove cake leaving it on the parchment paper. Dust the cake with 1 tbsp (15 mL) cocoa powder. Place a clean sheet of parchment over top of cake. Starting at the short edge, roll up cake tightly, using both top and bottom pieces of parchment. Let cake roll sit on its seam for 5 minutes. Carefully and slowly unroll the cake and remove the top piece of parchment.
Filling: Place mascarpone, whipping cream, marmalade and vanilla in a large bowl. Using a hand mixer, whip on high for 1 minute or until thickened. Spread filling evenly over cake, leaving a 1-inch (2.5 cm) border along 3 outer edges. Gently but firmly roll up cake while peeling away the bottom piece of parchment. Let roll rest on the seam. Transfer roll to a serving platter when ready to frost.
Chocolate Frosting: In another large bowl, using hand mixer on low speed, beat butter for 1 minute. Add icing sugar, cocoa powder and cinnamon; mix on low to incorporate. Increase speed to medium while slowly adding in milk. Beat on high for 2 minutes. Frost cake roll and trim both ends.
Garnish with fresh orange or clementine slices and cinnamon sticks.
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