Place the mascarpone and the double cream with the sugar in the bowl of a standmixer and whip until it forms stiff peaks. Add the orange zest (keep a few strands apart) and mix it well.
Take four pretty glasses and crumble the biscuits at the bottom of the glasses. Top with some of the mascarpone mix and sprinkle some pistachio's on top. Add a bit of the caramelsauce.
Add another layer of mascarpone and top that again with the pistachio and caramel. Top with the remaining strands of zest.