Combine yogurt and mascarpone in a small bowl.
Combine sugar, lime juice, and mango in a small bowl; toss to coat.
Combine gingersnaps and coconut in a small bowl.
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.
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