Prepare the coffee and let it cool completely.
In a heatproof bowl, add egg yolks and sugar. Whisk until well combined and slightly thickened.
Set the bowl over a pot of barely simmering water (make sure the bowl does not touch the water). Whisk constantly for about 4–5 minutes, until the mixture turns pale and slightly fluffy.
Remove from heat and let it cool for about 10 minutes.
In a separate bowl, whip the heavy cream to stiff peaks. Set aside.
To the cooled egg yolk mixture, add mascarpone and vanilla extract. Gently fold until smooth and creamy.
Fold in the whipped cream until fully incorporated and airy.
Quickly dip each ladyfinger into the cooled coffee (do not soak).
In a small dish or container, layer ladyfingers to form the base.
Spread half of the cream mixture over the ladyfingers.
Add another layer of dipped ladyfingers.
Top with the remaining cream and smooth the surface.
Cover and refrigerate for at least 4 hours, preferably overnight.
Before serving, dust generously with cocoa powder.
Enjoy.