1. Combine yogurt and mascarpone in a small bowl.
2. Combine sugar, lime juice, and mango in a small bowl; toss to coat.
3. Combine gingersnaps and coconut in a small bowl.
4. Place 1/4 cup yogurt mixture into each of 4 parfait glasses. Top yogurt with 1/4 cup mango mixture and 1 1/2 teaspoons gingersnap mixture. Repeat layers with remaining ingredients.