Combine egg yolks and sugar and whip until thick, about 1 minute. Place in top of double boiler over boiling water. Reduce heat to low and cook 8 to 10 minutes, stirring constantly. Remove from heat and cool to room. temperature.
When cooled, add mascarpone cheese, beating well. Whip heavy cream until stiff peaks form. Fold in egg mixture; set aside. Line bottom and sides of large glass bowl with lady fingers. Brush with with brandied espresso. Spoon half of egg yolk cream mixture over ladyfingers. Repeat, ladyfingers, espresso, cream layers. Garnish with sweetened whipped cream, cocoa and chocolate curls.
Cover and refrigerate over night.