Fill a saucepot ⅓ full with water and bring to a simmer. Place a heat-proof bowl on top of the pot and add the milk, sugar, and egg yolks. Beat together with a hand mixer on medium speed until the mixture is thick and foamy, and a thermometer registers 160°F (approximately 7-10 minutes). Remove from the heat and cool completely.

Add half of the mascarpone cheese to the cooled mixture and beat with a hand mixer until thoroughly incorporated. Add the second half and beat again until thickened and smooth. Cover and set aside.

Beat the heavy cream in a stand mixer fitted with the whip attachment on medium-high speed until soft peaks form. Add the vanilla extract and beat until just combined. Cover and refrigerate while you make the lemon syrup.

Place the water and sugar in a microwave-safe bowl and heat for 1 minute 30 seconds. Stir until the sugar is completely dissolved. (You can also do this in a small saucepan on the stove top.) Add the lemon juice. Stir well. Stir in the lemon extract, if using. Stir and let cool slightly, about 5 minutes.

Dip crisp lady fingers into the lemon syrup one at a time and place an even layer into the bottom of a 7x11-inch baking dish. Cover the lady fingers with half of the mascarpone cream, spreading it evenly to the edges of the pan.

Stir the lemon curd until loosened and pourable. Pour half of the lemon curd over the mascarpone cream. If the curd is too thick to pour, microwave it for 20 seconds to loosen and stir again. Alternatively, dollop firm lemon curd on top of the cream and spread as evenly as possible to the edges of the pan. It is okay if the mascarpone cream and lemon curd swirl together a little.

Using a spatula, dollop half of the whipped cream on top of the lemon curd layer. Spread as evenly as possible to the edges of the pan.

Repeat the layers of soaked lady fingers, mascarpone cream, and lemon curd. Dollop the remaining whipped cream in the center of the dessert and spread within 2 inches of the edges.

Refrigerate for 6 hours or overnight.

Just before serving, add lemon wheels and zest for garnish, if using. Cover and refrigerate leftovers.