In a double boiler, whisk together the egg yolks and sugar over medium heat until thickened (about 5 minutes). Gradually stir in the milk and continue whisking until smooth. Remove from heat and let it cool slightly.

In a separate bowl, whisk the heavy cream until soft peaks form. Gently fold the mascarpone cheese into the cooled custard mixture, then add the whipped cream, being careful not to deflate the mixture.

Pour the cooled coffee into a shallow dish and quickly dip each ladyfinger into the coffee, ensuring they’re coated but not soggy.

In a square or rectangular dish, arrange a layer of dipped ladyfingers, followed by a layer of the mascarpone mixture. Repeat the layers until you finish with the cream mixture on top.

Cover the dish with plastic wrap and refrigerate for at least 4 hours, ideally overnight, to let the flavors meld together.

Before serving, dust the top generously with cocoa powder.