01Heat a double boiler over medium-high heat. Combine egg yolks and sugar. Reduce heat to low and cook for about 10 minutes, stirring constantly. Remove from the heat and whip yolks until thick and lemon colored with an electric mixer. Add mascarpone to whipped yolks, beat until combined.
02In a separate bowl, whip heavy whipping cream to stiff peaks. Gently fold the whipped cream in the mascarpone sabayon mixture and set aside.
03Mix the cold espresso with the coffee liquor and dip the lady fingers into the mixture just long enough to get them wet, do not soak them!
04In a shot glass, layer the mascarpone cream filling with lady fingers. Refrigerate up to 4 hours.