1. In a large bowl whisk boiling water with coffee and liquor. Set aside to cool.
2. Fill a saucepan with 2-3 inches of water. Place over medium heat-high heat. When boiling reduce the heat to low.
3. In medium size heatproof bowl place egg yolks and sugar. Set the mixing bowl over the saucepan (when the water barely simmering) and start whisking. Make sure the bottom of the bowl does not touch the water. Keep whisking constantly, until the sugar is dissolved, and the custard thickens. The temperate of egg yolk should reach 154-158ºF (68-70ºC). remove the bowl from heat and let cool.
4. In a large bowl place mascarpone, heavy cream, vanilla and sugar. Whip to stiff peaks.
5. Gradually fold the cream into egg yolk mixture. Mix until smooth.
6. Line a loaf tin with plastic wrap. Pour 1/3 of the mixture into the tin and spread evenly, dip half of the ladyfingers in the coffee mixture and line them in the tin. Pour another 1/3 of the cream over the cookies, dip and line the remaining ladyfingers. Pour the remaining 1/3 of the cream and spread evenly. Cover with plastic wrap and freeze for at least 8 hours.
7. Before serving release from the tin, remove the plastic wrap and dust with cocoa powder.