In a heat-safe bowl, whisk egg yolks and sugar until combined.

Set the bowl over gently simmering water (double boiler) and whisk constantly until pale and slightly thick. Remove from heat.

Add cream cheese and vanilla, then beat until smooth.

In a separate bowl, whip whipping cream until soft-to-medium peaks form.

Gently fold whipped cream into the cream cheese mixture until fluffy.

Stir instant coffee into water until dissolved; let cool slightly.

Dip ladyfingers quickly in coffee (1–2 seconds), layer in the dish, then spread cream over top. Repeat layers.

Smooth the final cream layer on top.

Cover and chill until set. Dust with cocoa powder right before serving.