Temper yolks: Temper the egg yolks with a double boiler or place mixing bowl that fits over a sauce pan with boiling water. Lower the water to a simmer.
Brew espresso: Make the espresso and place it in a shallow bowl to cool down. You could even make the espresso and day before and chill overnight in the fridge.
Whisk sugar and egg yolks: Add to the bowl the ¼ cup of sugar and the egg yolks. Whisk the sugar with yolks. Next, stir in the vanilla. Whisk continuously until it thickens and is pale, about 5-8 minutes. Cover the bowl with plastic wrap and refrigerate until it cools.
Whip cream: In another bowl, whip the cream with the remaining sugar until soft peaks form.
Add in mascarpone: When the egg yolks are whipped, add in the mascarpone on low speed a little bit at a time. When it’s all added in, whip it faster to fully combine.
Add in the whipped cream: Stop the mixer and with a spatula, combine the whipped cream into the mascarpone mixture, a little bit at a time.
Dip ladyfingers: In a shallow bowl, quickly dip the ladyfingers on both sides into the espresso coffee.
Begin to layer: You could use a 9x13 pan or use short glasses (like I did) to make individual portions. Spoon in the cold cream/mascarpone mixture on the bottom. Layer on some espresso dipped lady fingers. Add another layer of the cold cream/mascarpone mascarpone. If using individual glasses, continue process in other glasses until you finish the cream and cookie layers. If you're using the 9x13 pan, continue layering until you finish all the cream and the cookie layer.
Cover with plastic wrap and refrigerate for 5 hours, or overnight.
Serve: When ready to serve, uncover and with a fine mesh strainer, dust on cocoa powder. ENJOY!