In a medium bowl, whisk the egg yolks and sugar until creamy and pale.
Add the milk to the egg mixture and stir well.
Heat the mixture over low heat, stirring constantly until thickened.
Remove from heat and let it cool slightly.
In another bowl, whip the heavy cream until soft peaks form.
Fold the mascarpone cheese into the egg mixture until smooth.
Gently fold the whipped cream into the mascarpone mixture.
In a shallow dish, mix the brewed coffee and coffee liqueur.
Dip each ladyfinger briefly in the coffee mixture, then layer them in a dish.
Spread half of the mascarpone mixture over the ladyfingers.
Add another layer of dipped ladyfingers, followed by the remaining mascarpone mixture.
Cover and refrigerate for at least 4 hours or overnight.
Before serving, dust with cocoa powder for garnish.