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Step 1
Whisk together egg yolks and sugar in a heatproof bowl set over a pot of simmering water. Add the marsala and continue to whisk until mixture is thick and doubled in volume (should take about 10 minutes, and the temperature should rise to about 160 degrees F). Remove from heat. Stir in the mascarpone until completely blended.
Step 2
In a chilled bowl, use an electric mixer to whip the heavy cream to soft peaks. Fold the the whipped cream into the mascarpone mixture.
Step 3
In a small saucepan, combine the espresso, chocolate, Kahlua, Marsala, and vanilla. Heat gently, and stir to dissolve the chocolate. Then, chill the mixture to cool it down, about 15 minutes.
Step 4
Quickly dip each ladyfinger in the chilled coffee mixture and arrange in a single layer in a 9x13-inch pyrex pan. Do not soak the cookies or they will become too moist. (Just quickly dip them in and out).
Step 5
Spread half of the cream mixture evenly with a spatula on top of the dipped ladyfingers. Repeat with a second layer of dipped ladyfingers and remaining cream.
Step 6
Dust the top of the tiramisu with cocoa powder and shaved chocolate. Refrigerate for at least 2 hours before serving.