Combine the 4 egg yolks and sugar in a heavy gauge steel bowl and set over just boiling water, or use a double boiler and whisk the eggs and sugar constantly until they become thick, about 5-7 minutes. Remove from heat and allow to cool slightly, about 5 minutes.
Add Marscapone to the eggs and mix to combine.
In a seperate bowl, whip cream until medium to stiff peaks form, fold into cheese mixture. Set aside.
In a seperate large bowl, add coffee and Kahlua. Quickly dip each cookie in the mixture on both side and begin to line a 9x13 pan with the cookies.
Once a layer is down, spoon 1/2 the cheese mixture CAREFULLY over coffee soaked cookies.
Repeat this with another layer of cookies and the other half of the cheese mixture.
Cover and refrigerate for at least 2 hours.
Lightly dust the top with cocoa powder and good quality shaved chocolate.