Beat egg yolks with sugar until thick.
The mixture should turn pale yellow.
This takes about 5 minutes.
Add mascarpone cheese and vanilla extract.
Mix until completely smooth and creamy.
Whip heavy cream until stiff peaks form.
Use a clean bowl for this.
Gently fold whipped cream into mascarpone mixture.
Be careful not to deflate it.
The mixture should stay light and fluffy.
Combine cooled espresso with coffee liqueur.
Pour into a shallow bowl.
Make sure coffee is completely cool.
Hot coffee will ruin the ladyfingers.
Quickly dip each ladyfinger in coffee.
Don't soak them too long.
Just one second per side works.
They should be moist, not soggy.
Arrange dipped ladyfingers in baking dish.
Cover the entire bottom layer completely.
Spread half the mascarpone mixture on top.
Add another layer of dipped ladyfingers.
Top with remaining mascarpone mixture evenly.
Cover dish with plastic wrap tightly.
Refrigerate for at least 4 hours.
Overnight is even better for flavors.
Dust with cocoa powder before serving.
Cut into squares and enjoy cold.