Whisk the egg yolks and granulated sugar together in a large heatproof bowl. Set the bowl over a pot of gently simmering water, making sure the bottom of the bowl does not touch the water. Whisk constantly for 6 to 8 minutes until the mixture reaches 160°F (71°C), is thick, and falls in pale ribbons from the whisk. Remove from heat.
Add the mascarpone cheese to the warm egg mixture and whisk until smooth and creamy with no lumps remaining. Set aside to cool to room temperature.
In a separate chilled bowl, whip the heavy cream and vanilla extract with an electric mixer on high speed until stiff peaks form, about 3 to 4 minutes. Gently fold the whipped cream into the mascarpone mixture in three additions until the cream is light and uniform.
Combine the cooled espresso and coffee liqueur in a shallow dish. Working one at a time, quickly dip each ladyfinger into the espresso for about 1 to 2 seconds per side. Do not soak them or they will become soggy.
Arrange a single layer of dipped ladyfingers in the bottom of a 9x13-inch dish. Spread half of the mascarpone cream evenly over the ladyfingers. Repeat with another layer of dipped ladyfingers and the remaining cream, smoothing the top.
Cover the dish tightly and refrigerate for at least 6 hours or overnight. This resting time is essential for the flavors to meld and the texture to set properly.
Just before serving, sift a generous layer of unsweetened cocoa powder over the entire surface. Slice into portions and serve chilled.