In a large heat-proof mixing bowl, add egg yolks and sugar. Beat it with a whisk for a few minutes until it becomes light and pale. Then add heavy cream and whisk again.
Step 2.
Set the egg yolk mixture over a saucepan with lightly simmering water and cook for about 10 minutes, until it reaches 170°F. The mixture should thicken and have a pale color.
Step 3.
When the mixture cooled off, add cold mascarpone cheese, mix everything very well until you get a smooth consistency. Add whipped cream and fold it in using a spatula.
Step 4.
Working one at a time, ladyfingers into the coffee mixture and layer in a baking pan, then spread over half of mascarpone filling. Repeat another layer and dust the top with sifted cocoa powder.