COMBINE egg yolks and sugar; WHIP until thick and lemon-colored, about one minute.
PLACE in top of double boiler over boiling water.
REDUCE heat to low; COOK eight to ten minutes, STIRRING constantly.
REMOVE from heat; ADD mascarpone cheese, STIRRING well.
WHIP cream until stiff peaks form; FOLD into egg yolk mixture; SET aside.
Using half the ladyfingers, LINE bottom and sides of a 13 x 9-in baking dish with ladyfinger splits; BRUSH with half of coffee liqueur.
SPOON half of egg yolk-cream mixture into ladyfinger-lined dish; carefully SPREAD to cover ladyfingers.
REPEAT ladyfinger, liqueur, and cream layers.
For garnish, COMBINE whipping cream, confectioners' sugar and vanilla extract; WHIP until stiff peaks form.
SPREAD whipped cream over ladyfinger dish; DUST with cocoa powder; TOP with curls.
COVER; REFRIGERATE several hours or overnight.
1. As a substitute for mascarpone cheese: combine 1 eight-ounce package cream cheese, 1/4 cup sour cream and two tablespoons whipping cream; mix until blended and fluffy. 2. May substitute "Brandied Espresso" for coffee liqueur. Make by combining 1/2 cup of hot water and 2 teaspoons instant coffee granules; stir until granules are dissolved; blend in one teaspoon brandy. 3. We use Hersheys Milk Chocolate and run it through a rotary cheese grater.
Per Serving (excluding unknown items): 480 Calories; 33g Fat (63.1% calories from fat); 4g Protein; 39g Carbohydrate; 1g Dietary Fiber; 214mg Cholesterol; 43mg Sodium. Exchanges: 0 Grain(Starch); 1/2 Lean Meat; 0 Non-Fat Milk; 6 1/2 Fat; 2 Other Carbohydrates.