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Brew 360 ml strong espresso or very strong coffee and leave to cool. Stir in 60 ml coffee liqueur or dark rum, if using, then pour the mixture into a wide, shallow dish.
Place a heatproof bowl over a pan of gently simmering water, making sure the base of the bowl doesn’t touch the water. Whisk 6 egg yolks with 150 g caster sugar continuously for 8–10 minutes until thick, pale and roughly doubled in volume (about 70 °C). Remove from the heat and leave to cool, stirring occasionally, for 10–15 minutes.
In a clean bowl, gently whisk 450 g mascarpone cheese into the cooled egg yolk custard until smooth.
In a separate chilled bowl, whip 240 ml very cold double cream with 1 tsp vanilla extract to soft peaks. Fold the whipped cream into the mascarpone mixture in two batches, mixing until just combined.
Quickly dip each ladyfinger (savoiardi) into the cooled coffee mixture for 1–2 seconds on each side. Arrange a single layer in a 23 × 33 cm baking dish, breaking biscuits to fit if necessary.
Spread half the mascarpone cream evenly over the ladyfingers. Repeat with another layer of dipped ladyfingers and the remaining cream, smoothing the top.
Cover the dish and chill in the fridge for at least 4 hours, or overnight.
Just before serving, dust generously with unsweetened cocoa powder.