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Step 1
Preheat the oven to 275 degrees F.
Step 2
Arrange the ladyfingers in a single layer on a baking sheet and place in the oven for 10 minutes to dry them out slightly. Remove and let cool.
Step 3
Meanwhile, fill a saucepan with about an inch of water. Bring the water to a gentle simmer over medium-low heat. In a metal bowl, whisk the yolks with 1/2 cup of the granulated sugar until smooth, about 1 minute. Place the bowl over the pot of barely simmering water, making sure the bottom of the bowl does not touch the water. Whisk the eggs and sugar together steadily until they become fluffy and warm to the touch, about 5 minutes. Remove the bowl from the pot of water and continue to whisk until you see traces of the whisk and the mixture is cooled, 2 to 3 minutes.
Step 4
In the bowl of a stand mixer, beat the cream, vanilla and 1/4 cup granulated sugar on high speed with the whisk attachment until stiff peaks form, about 2 minutes. With the mixer running on low, gently beat in the mascarpone in spoonfuls until mixed. Whisk in the egg mixture.
Step 5
In a medium bowl, combine the coffee, cognac and remaining 1/4 cup granulated sugar. Stir until the sugar is mostly dissolved.
Step 6
Using a small strainer, dust the bottom of a 9-by-13-inch baking dish with 1 tablespoon of the cocoa. Gently dip the ladyfingers, one by one, in the coffee mixture and quickly remove so they don’t fall apart. Line the bottom of the dish with about half of the cookies, filling in gaps with half cookies if needed. Spread half of the mascarpone mixture over the cookies. Dust with another tablespoon of the cocoa. Repeat another layer of cookies and then the remaining mascarpone mixture on top. Dust with the remaining tablespoon cocoa. Cover and refrigerate for at least 24 hours or up to 4 days. Sprinkle the chocolate on top. Cut and serve.