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Brew 1½ cups of espresso or strong coffee and let it cool. Stir in ¼ cup coffee liqueur or dark rum (optional) and transfer to a shallow dish.
In a heatproof bowl over simmering water, whisk 6 egg yolks with ¾ cup granulated sugar constantly for 8–10 minutes until thick, pale, and doubled in volume (≈160°F). Remove from heat and cool, stirring occasionally, for 10–15 minutes.
In a bowl, gently whisk 16 ounces mascarpone cheese into the cooled egg yolk custard until smooth.
In a separate chilled bowl, whip 1 cup very cold heavy cream with 1 teaspoon vanilla extract to soft peaks. Fold whipped cream into the mascarpone mixture in two additions until just combined.
Quickly dip each ladyfinger in the cooled coffee mixture for 1–2 seconds per side. Arrange a single layer in a 9×13 inch dish, breaking to fit.
Spread half the mascarpone cream over the ladyfingers. Repeat with another dipped ladyfinger layer and the remaining cream. Smooth the top.
Cover and refrigerate for at least 4 hours or overnight.
Just before serving, dust the top generously with unsweetened cocoa powder.