In a shallow dish, combine the cooled coffee and coffee liqueur (if using). Set aside.
In a medium saucepan, whisk together the egg yolks and sugar until well combined. Add the milk and cook over medium heat, stirring constantly until the mixture thickens and coats the back of a spoon, about 8-10 minutes. Remove from heat and let cool slightly.
In a large mixing bowl, beat the heavy cream until stiff peaks form. Gently fold in the mascarpone cheese until smooth and well combined.
Once the egg mixture has cooled, gently fold it into the mascarpone mixture until fully incorporated.
Quickly dip each ladyfinger into the coffee mixture, ensuring they are soaked but not soggy. Lay half of the soaked ladyfingers in a single layer in a 9x9-inch dish.
Spread half of the mascarpone mixture over the ladyfingers. Repeat the process with the remaining ladyfingers and mascarpone mixture.
Cover and refrigerate for at least 4 hours, or overnight for best results.
Before serving, dust the top with cocoa powder and garnish with dark chocolate shavings if desired.