In a medium saucepan stir together 1 cup sugar and the cornstarch. Stir in lemon peel, lemon juice, lime peel, lime juice, and water. Cook and stir over medium heat until thickened and bubbly. Stir half of the lemon mixture into egg yolks. Return the egg yolk mixture to the saucepan. Cook and stir over medium heat until mixture comes to a gentle boil. Cook and stir for 2 minutes more. Remove from heat.
Add butter pieces, stirring until melted. Cover surface of the curd with plastic wrap. Chill 1 to 2 hours.
In a medium bowl beat mascarpone cheese, the 3/4 cup sugar, and the milk with a wooden spoon until smooth.
In a 2-quart clear straight-sided bowl layer 1/2 of the cake cubes. Sprinkle with 1/2 of the orange juice (or a mixture of the juice and liqueur). Add 1/2 of the curd and 1/2 of the mascarpone mixture. Repeat layers. Cover and chill 4 to 24 hours.
Sprinkle with almond or glazed nuts before serving. Makes 12 servings.