Make the espresso syrup Whisk together boiling water, sugar, and espresso powder in a shallow bowl until sugar completely dissolves. Whisk in liqueur. Set aside to cool, about 20 minutes.

Make the mascarpone filling Beat egg yolks and sugar in a large bowl with an electric hand mixer on high speed until pale yellow and tripled in volume, about 4 minutes.

In another large bowl, using the electric mixer, beat cream on medium-high speed until soft peaks form, about 2 minutes. Add mascarpone and vanilla; beat on medium speed until soft and billowy, about 20 seconds. Fold mascarpone mixture into egg yolk mixture. Cover and refrigerate until ready to use.

Make the katafi-pistachio filling Melt butter in a large nonstick skillet over medium until foamy. Add kataifi pastry, and cook, stirring often and breaking clumps with a spoon, until browned, 4 to 5 minutes. Transfer to a large bowl, and let rest at room temperature until cooled, about 15 minutes. Add pistachio cream to kataifi and stir until fully coated. Set aside.

When ready to assemble, working 1 ladyfinger at a time, dip half (12) of the ladyfingers into espresso syrup, letting sit in syrup about 2 seconds total. Transfer to an 8- x 8-inch baking dish and arrange ladyfingers in a single layer, trimming ladyfingers as needed to fit neatly. Top with half of the kataifi-pistachio filling (about heaping ¾ cup), and spread in an even layer. Top kataifi with half of the mascarpone filling (about a scant 2 cups), and, using a flexible or offset spatula, spread into an even layer. Repeat with remaining ladyfingers, kataifi-pistachio filling, and mascarpone filling. Loosely cover with plastic wrap and refrigerate for at least 8 hours or up to 3 days; serve cold.

When ready to serve, dust top with cocoa powder using a fine mesh sieve and sprinkle with pistachios. Cut into squares and serve.