Make espresso or very strong coffee. (5-6 Tbsp of dark roasted grounds per 3 cups of water - err on the side of making too much coffee.) Set aside to cool.
In a double boiler, whisk together the egg yolks, salt, and sugar.
Constantly whisking, heat over low/med heat until the mixture becomes pale yellow - about 10 minutes. A slight ribbon should fall from the whisk when lifted from the pan. (If it becomes clumpy of dry, add warm water 1 Tbsp at a time, making sure to whisk constantly so the eggs don't scramble.)
Transfer the egg yolk mixture to a large bowl and set aside to cool.
In another bowl, whip the cream. Set aside.
Add the cold mascarpone and vanilla to the egg mixture and whisk together until it creates a soft, spreadable mixture and no lumps remain.
Gently fold half of the whipped cream into the mascarpone mixture until combined. Then fold the other half of the whipped cream in.
Assembly:
Pour the coffee into a bowl that's easy to dip the lady fingers in.
Using a sifter, dust the bottom of an 8x8 baking dish with 1 Tbsp cocoa powder (or enough to cover the bottom).
Working one at a time, quickly dip half of the ladyfingers into the coffee (no more than 2 seconds - they're quite porous and will fall apart if left in the liquid too long) and arrange them, rounded side up, in the bottom of the pan.
Spread 1/2 of the mascarpone mixture evenly over the ladyfingers.
Repeat espresso-dipped ladyfingers layer and the mascarpone layer.
Dust with another Tbsp of cocoa powder. Top with grated chocolate.
Cover with plastic wrap and chill for at least 4 hours (waiting 24 hours makes it even better).
Notes:
Make Ahead: This is best if you make it in advance so the flavors can blend thoroughly.