Add about 1 1/2 inches of water to the bottom of a double boiler and bring to a simmer. Then, add the egg yolks and sugar to the top of the double boiler and place it over the bottom pan. Immediately start beating the eggs and sugar with a whisk until thick and frothy, at least 10 minutes.
Remove the bowl from the top of the double boiler and whisk in the vanilla extract and mascarpone. Set aside.
In a medium mixing bowl, beat the heavy cream until stiff peaks form. Gently fold the whipped cream into the mascarpone mixture.
In a shallow dish, mix together the coffee and Frangelico, if using.
Carefully dip both sides of the ladyfingers in the coffee mixture (do not submerge). Layer the cookie on the bottom of a 9-inch x 13-inch baking dish. You may need to cut some of the biscuits to make sure the entire bottom is covered.
Spread 1/2 of the mascarpone mixture in an even layer over the ladyfingers being sure to spread it all the way to the edges of the dish. Repeat the process by adding a layer of dipped ladyfingers and the rest of the mascarpone.
Cover and chill in the fridge for at least 4 hours to overnight.
When you're ready to serve, sift some cocoa powder over the tiramisu until it's sprinkled all over the top. Cut the tiramisu into 15 slices and enjoy!
Notes
If you don't have a double boiler, you can use a glass or metal mixing bowl placed over a saucepan. Just be sure the bowl doesn't touch the simmering water in the pan. You want the steam from the water to heat the bowl, not the hot water.