Preheat oven to 350 degrees F. Line an 8-inch square baking pan with parchment paper, and lightly spray with nonstick spray. Set aside.
Place the egg yolks and sugar in the heatproof bowl, and whisk together until they become pale yellow. Set a heatproof bowl on top of a saucepan of simmering water, making sure the water doesn't touch the bottom of the bowl. Cook on low, stirring and whisking constantly, until the mixture thickens and forms a ribbon trail on the surface when the whisk is lifted (for about 5-7 minutes). Remove from the heat and let cool slightly. Whisk in vanilla. Beat in the mascarpone until smooth. In a separate bowl, beat the whipping cream until soft peaks form. Gently fold into the cheese mixture.
Pour a quarter of the tiramisu mixture over the brownies and spread evenly over the top. Arrange the ladyfingers on top of the tiramisu mixture. Using a pastry brush, brush tops of ladyfingers with coffee until they are saturated. Pour remaining tiramisu mixture on top and spread evenly with a spatula. Sprinkle with cocoa powder and grated chocolate. Cover with plastic wrap and refrigerate at least 1 hour. Cut into bars and enjoy!
Store in refrigerator.