Combine egg yolks, 2 tablespoons espresso, sugar, Marsala and Cognac in a bowl. Beat until well mixed, approximately 5 minutes. Add mascarpone and whipping cream to mixture, beat an additional 5 minutes.

In a second bowl, beat egg whites and a pinch of sugar to soft peaks. Once peaks are formed, fold into first mixture.

Dip one side of each ladyfinger in espresso, layer bottom of pan. Then cover with part of mascarpone mixture and layer with ladyfingers. Smooth the top layer with remaining mixture. Finally, dust with cocoa powder. Refrigerate for several hours before serving to allow the flavors to intermingle.