Beat the egg yolks and sugar together. Place the mixture over a double boiler for 10 minutes, stirring constantly. Then remove from heat and let it cool to room temperature.
Beat the cold Mascarpone until creamy. Gradually incorporate the cooled egg yolk mixture and vanilla in 2-3 stages.
In a separate bowl, beat the cold heavy cream until it forms a creamy mass, then gently fold it into the Mascarpone mixture using a silicone spatula.
Add the liqueur to the coffee.
Assembly - Dip the Savoiardi biscuits into the coffee for 1 second on each side and place them in a glass. Spread the prepared cream on top. Repeat the layers.
Refrigerate for 4 hours.
Finally, sift cocoa powder on top and enjoy.
