In the bowl of a double boiler, whisk the egg yolks with 1/4 cup sugar until they are pale yellow. 

Place the bowl over a pot of simmering water. Whisk in the 1/2 cup wine, cooking until thick, stirring often until thick enough to coat a spoon (almost like curd but not quit that solid). Remove from heat. 

Lay plastic wrap directly on the surface of the egg mixture and let cool. Place in fridge to cool completely.

In a large bowl, stir together the mascarpone cheese and the egg mixture until smooth.

In the bowl of your stand mixer fitted with the whisk attachment, whip the heavy cream with the remaining 4 tbs sugar until soft peaks form. Fold the whipped cream into the mascarpone mixture. Cover with plastic wrap and place in fridge for 1 to 2 hours to set.

Arrange the first layer over lady fingers in a single row in one single 9 x 13 pan or in several smaller serving dishes (if desired). 

Mix 1 1/2 cups coffee with the remaining wine and the vanilla. 

Spoon a tiny bit over the lady fingers (too much and they will fall apart). Spread a layer of the mascarpone mixture over the lady fingers and repeat with another layer as needed until your dish is full. 

Let set in fridge a 2 hours before serving.

Dust with cocoa powder before serving. Serve withing 24 hours, as those lady fingers will start to become mushy if not eaten quickly.