Make some espresso or strong coffee, and allow it to cool.
Combine egg yolks and sugar in the top of a double boiler, over boiling water.
Reduce heat to low, and cook for about 10 minutes, stirring constantly. This is your sabayon, remove from the heat and whip yolks until thick and lemon colored.
Add Mascarpone or cream cheese to the sabayon, along with the vanilla extract and salt, and beat until combined.
In a separate bowl, whip the cream into stiff peaks.
Gently fold the whipped cream into the mascarpone sabayon mixture and set aside.
Mix the cold espresso with the coffee liquor and dip the lady fingers into the mixture just long enough to get them wet, do not soak them!
Arrange the lady fingers in the bottom of an 8-inch square baking dish (or an 8-inch round)
Spoon half the mascarpone cream filling over the lady fingers and dust with cocoa.
Repeat the process with another layer.
Refrigerate 4 hours or overnight.
Dust with some additional cocoa before serving