Put mixing bowl and whisk in the freezer to chill. Brew your coffee then pour in a bowl. Stir in 1 tbsp of vanilla extract and set it aside to cool in room temperature.
Once the coffee has cooled down, dip 2 lady fingers quickly. Place in a baking/Pyrex pan.
Repeat with more ladyfingers to assemble the bottom layer. Set it aside.
In a glass mixing bowl, combine sugar and 6 egg yolks. Place on top of a pot with steaming water in medium heat. Whisk carefully until smooth and lighter in color. Whisk until it's not grainy. Test with your fingers. Take it out of the heat and continue to whisk to cool it down then let it sit to completely cool.
Beat the mascarpone cheese with the remaining 1 tbsp of vanilla.
Add the egg yolks mixture.
Continue to beat until well-incorporated.
Take the mixing bowl and whisk out of the freezer. Mix the heavy whipping cream until stiff peaks form.
Then use a spatula to gently fold in the egg yolks and mascarpone mixture until incorporated.
Spread half of the custard mixture on top of the bottom layer of lady fingers. Quickly soak the rest of the ladyfingers in the coffee mixture and assemble on top of the pan.
Spread the rest of the custard on top.
Cover with saran wrap and store in the fridge overnight.
Dust with cocoa powder right before serving.
