In a separate bowl, mix together egg yolks and sugar. Once combined, add mascarpone and continue to mix. Fold in the whipped cream.
In a baking dish, pour about a half inch of espresso. Add a layer of ladyfingers, then pour over more espresso. Add a layer of cream, making sure the ladyfingers are covered. Add another layer of ladyfingers, followed by more espresso. Pour more cream over the top.
Refrigerate for about 2 hours. Sprinkle with cocoa powder before serving.