1.
In a bowl, beat the egg yolks and the sugar together until creamy white. Add the mascarpone cheese and half of the cognac or brandy and beat until well blended.
2.
In a separate bowl, beat the egg whites until stiff and fluffy then fold into the mascarpone mixture, mixing only enough to blend.
3.
In a shallow dish, mix the coffee, remaining cognac or brandy and 4 tablespoons cocoa. Quickly dip the sponge fingers in the coffee mixture and create a layer of biscuits in a serving dish.
4.
Spread half of the mascarpone mixture over the layer of sponge fingers then dust with cocoa. Repeat with another layer of sponge fingers, the rest of the mascarpone and a final dusting of cocoa.
5.
Chill for at least 4 hours, then serve!