1. Prepare a 9×13 baking dish. If you want to be able to remove the tiramisu from the pan when done so that you can see the layers, I suggest lining the pan with parchment paper that sticks up over the sides, then putting a cardboard cake rectangle in the bottom of the pan. The tiramisu will be supported by the cardboard when you remove it using the parchment paper.
2. Combine egg yolks and sugar in the top of a double boiler, over boiling water. If you don’t have a double boiler, you can use a metal mixing bowl set over a pot.
3. Cook for about 10 minutes, with heat on low, stirring constantly.
4. When done, whip yolks with mixer until they thicken and yellow a bit.
5. Add mascarpone to whipped yolks and mix until combined.
6. If you have a second metal mixing bowl, use it for your whipped cream. If not, put mascarpone mixture into another bowl and get your metal mixer bowl clean.
7. Add whipping cream to bowl and whip with mixer. Whip until soft peaks form, about 5-7 minutes.
8. Fold whipped cream into mascarpone mixture.
9. Dissolve espresso into warm water, then combine with the Kahlua.
10. One at a time, dip the ladyfingers into the Kahlua mixture for about 4-6 seconds. The longer you dip the ladyfingers, the stronger the flavor will be. As you dip the ladyfingers, lay them into the bottom of the 9×13 pan. You should be able to get two rows in a layer.
11. Spoon half of the mascarpone mixture over the ladyfingers.
12. Repeat ladyfinger layer, then top with remaining mascarpone mixture.
13. Dust the top with cocoa powder.
14. Refrigerate for several hours or overnight, then remove from pan (if desired) and serve.