Start by making or brewing some espresso to soak the cookies in. Set them aside to cool.
For the cream, beat 4 tablespoons of sugar with the egg yolks until you have a light, fluffy mixture. Add the mascarpone and fold in until smooth and creamy. Set aside.
Beat the egg whites until stiff, along with the remaining sugar and a pinch of salt. Gently fold the egg whites into the previous mixture.
Spread a small amount of cream in the Pyrex dish you’ve chosen to serve in.
Pour the cooled coffee into a wide bowl so it’s easy to dip the sticks in.
Quickly dip each ladyfinger in the coffee (1 second on each side) and arrange them on the bottom of a serving dish, on top of the cream you spread earlier. Spread a generous amount of mascarpone cream over the layer of ladyfingers.
Add another layer of soaked toothpicks and cover with the remaining cream.
Refrigerate for at least 4 hours—ideally overnight to set properly. (At least 8 hours)
Before serving, sprinkle generously with cocoa powder.