Bake brownies on a parchment lined baking sheet. Let cool.
In a bowl over simmering water, whisk the egg yolks, sugar and vanilla together until the sugar is dissolved and the mixture is ribbon-like. Remove from heat and in a medium bowl whisk up the mascarpone to break it up and add air to it. Fold together the egg mixture, whipping cream and mascarpone. Set aside.
For the syrup, add the coffee and liquor of choice. Stir to combine. To assemble: using a cookie cutter cut out a circle of brownie and layer it into a glass. Pour over a tablespoon or two of coffee syrup and then add a generous scoop of cream. Repeat until the top of the glass is reached finishing with a cream layer. Top with shaved chocolate or a dusting of cocoa powder.