Preheat the oven to 400ºF. Break the eggs into a large bowl and whisk with the sugar until the mixture turns pale and foamy. Add the lemon zest, salt, marsala, milk, and the olive oil. Mix the baking powder and flour together and then add them to the liquid mixture. Whisk to combine.
Coat a round 9″ spring-form pan with a thin layer of olive oil. Pour the batter into the pan and bake for 18-24 minutes, or until a toothpick poked into the center of the cake comes out clean. Once done, remove from the oven and let cool in the pan for 10 minutes.
Release the springform pan, and gently remove the cake, placing it onto a plate or cake stand. Serve with a dollop of mascarpone cheese.