First of all, combine egg yolks and sugar, while mixture turns white. Add mascarpone cheese and beat up until combined. In another wide bowl, mix together coffee and wine or liqueur (later we will dip the lady fingers there).
Prepare wide and deep bowl (better rectangular, about 25 x 30 cm) in which you will continue your dessert*.
Then take a biscuit, carefully dip one side in coffee-wine (or liqueur) mix, just for 1 or 2 seconds. Then add buiscuit in prepared bowl. In this way, fill the bottom of the bowl with the dipped biscuits.
Then on biscuit layer spread thick layer of mascarpone cheese mix (about half of it) and dust with some cocoa powder. Repeat everything one more time - add dipped biscuits, cream cheese and cocoa. Cover up and refrigerate 6 hours or more. Enjoy your dessert!
Note: You can also prepare dessert in one portion bowls, in this case you have to breake some biscuits.