Add the egg yolks and sugar to a heatproof bowl and place it over a pot of simmering water, whisk until smooth and creamy, then let it cool
Whip the heavy cream until fluffy
Once the egg yolk mixture has cooled, mix it with the mascarpone, add the whipped cream and vanilla and gently mix until smooth
Spread the cream between the ladyfingers as shown in the video, dip them in coffee, dust with cocoa powder, then decorate with the remaining cream and a little more cocoa on top
