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Step 1
In a rimmed medium bowl, whisk egg yolks, sugar and vanilla until mixed.
Step 2
Place over a double boiler and whisk for 10 minutes until the mixture is thickened.
Step 3
Remove mixture from heat and Let it cool down for another 10 minutes stirring every couple of minutes so it will not form a crust on top.
Step 4
Beat the cold heavy whipping cream in a separate bowl for 3-4 minutes and refrigerate.
Step 5
Beat room temperature mascarpone cheese in a large bowl. Add half the egg mixture and beat again until mixed. Add the remaining half and beat everything until well combined.
Step 6
Using a spatula gently fold in the the whipped cream in the mascarpone mixture.
Step 7
Briefly dip the lady fingers one at a time in the espresso to get them wet and arrange in a 13x9 dish to form one layer.
Step 8
Spoon half of the cream mixture over the layer of ladyfingers and level the surface.
Step 9
Dip and arrange the remaining ladyfingers then top with the other half of the cream mixture. Level the surface, cover with plastic wrap and refrigerate overnight.
Step 10
Dust with cocoa powder just before serving.