Brew coffee and let cool completely. Add coffee liqueur if using.
In a double boiler, whisk egg yolks and sugar until mixture reaches 160°F (71°C) or is pale and creamy (about 5-7 minutes).
Remove from heat and let cool to room temperature.
Beat mascarpone until smooth, then fold into cooled egg mixture.
In a separate bowl, whip heavy cream and vanilla to stiff peaks.
Gently fold whipped cream into mascarpone mixture.
Quick-dip ladyfingers in coffee (about 1 second per side).
Layer dipped ladyfingers in baking dish.
Spread half the cream mixture over the ladyfingers.
Repeat layers, ending with cream on top.
Dust generously with cocoa powder.
Cover with plastic wrap and refrigerate for at least 4 hours or overnight.