• Have ready an 8-inch square glass dish.
• In the top of a double boiler or any bowl you can fit over a saucepan, whisk the egg yolks and 2 tablespoons of sugar together. Set over but not touching simmering water and whisk in the Kahlua or Marsala or Rum. Whisk vigorously until yolks are very warm and sugar has dissolved. Don't stop whisking because yolks may start to cook. If that happens, just whisk them really hard and remove from heat. Transfer to a small bowl and let cool.
• In a mixing bowl, beat the softened mascarpone until light and creamy, then fold in egg yolk mixture.
• Whip the cream with 2 tablespoon of sugar and flavor with the vanilla. Fold HALF (not all) of it into the egg yolk mixture. Set the remaining whipped cream in the refrigerator.

Coffee Dipping Mixture

• Stir together cooled coffee and alcohol of choice in a shallow bowl or mini loaf pan. Dip ladyfingers quickly in coffee mixture and lay 12 across the bottom of the dish. You will most likely have to break some to make them fit. Spread half of Mascarpone mixture evenly over ladyfingers. Repeat, making a second layer of dipped ladyfingers and Mascarpone mixture.
• Spread the reserved sweetened whipped cream over the top. Note: taste test, and if you'd like it to be a little sweeter you can add a couple tablespoons of powdered sugar. This is optional.
• Cover and chill for about 4 to 6 hours or until ready to serve.
• Dust with cocoa powder before serving.