Combine egg yolks and sugar in the top of a double boiler, over boiling water using a whisk to mix. Reduce heat to low, and cook for about 10 minutes, stirring constantly with a wire whisk. Remove from the heat and continue to whip yolks until thick and lemon-colored. Allow to cool briefly before mixing in mascarpone and salt. Mix until well combined.
In a separate bowl, add the heavy cream and vanilla exctract. Using an electric mixer whip cream to stiff peaks.
Fold the whipped cream into the mascarpone sabayon mixture and set aside in the refrigerator while you work on the coffee.
Make your cuban coffee, you can use my recipe. If you don't use my recipe, it's 8 ounces of espresso with 2 teaspoons of white sugar.
Mix the Cuban espresso with the coffee liquor in a shallow bowl. Lightly dip the ladyfingers (savoiardi biscuits) into the mixture, do not soak them! This way the lady fingers still have a bit of cookie texture, retain their shape and don't turn into mush.
Arrange ladyfingers along the entire bottom of a 9x9 baking dish. Then spoon half the mascarpone cream filling over the ladyfingers. Repeat process with another layer of ladyfingers. Finish the tiramisu with the last of the cream filling and cover with plastic wrap
Refrigerate for 4 hours, overnight for best results. Once you're ready to serve the tiramisu, it'll be firm. Remove the plastic wrap and dust the top of the tiramisu with cocoa powder.