In a double-boiler (or a stainless-steel bowl placed over a saucepan of boiling water), combine egg yolks and sugar. Reduce heat to low and cook, stirring constantly, for 10 minutes (this is your sabayon).
Remove pot from heat and whip mixture until thick and lemon-coloured. Set aside to cool briefly.
Add mascarpone to whipped yolks and beat until combined.
In a separate bowl, whip cream until soft peaks form. Gently fold cream into mascarpone sabayon mixture and set aside.
Combine cold espresso and coffee liqueur. Dip lady fingers into mixture just long enough to get them wet, but don’t soak them!
Arrange dipped lady fingers in the bottom of a 23cm x 23cm baking dish (or a serving bowl). Spoon half the mascarpone sabayon over the lady fingers. Repeat process with another layer of lady fingers and finish with a layer of tiramisu cream. Refrigerate 4 hours or overnight.
Dust with cocoa before serving.
