Brew espresso. While the espresso cools, place a mixing bowl and its beaters into the fridge to chill for at least 30 minutes. This is for the whipped cream later.
Fill a saucepan with about 1/2 cup of warm water. Using the double boiler method, place a heat-safe bowl over the top of the saucepan, ensuring the bottom doesn't touch the water. On medium-low heat, add egg yolks and superfine sugar. Whisk continuously until the egg yolk mixture turns a pale yellow and reaches an internal temperature of 160°F. Carefully remove the bowl from the heat and continue to whisk for another few minutes to allow it to begin to cool down. The mixture will become thicker as you whisk.
In a separate mixing bowl, add the cold mascarpone and vanilla extract. Using a hand or stand mixer, beat for a few minutes until creamy. Next, add egg yolk mixture and whisk on medium speed for 3-5 minutes until thick and creamy. Be careful not to overbeat the mascarpone cream, or it'll curdle. Set aside.
Remove the mixing bowl and beaters from the fridge. Pour cold, heavy whipping cream into the bowl and whisk until medium peaks. This will take about 6-8 minutes at medium speed. Be careful not to over whip, or the cream will quickly become grainy. Using a rubber spatula, add to the mascarpone mixture. Gently fold the cream until thoroughly combined.
Cut ladyfingers to fit the container. Pour Grand Marnier into cooled espresso or strong coffee. Stir to combine.
Spread a thin layer of mascarpone cream onto the bottom of the container, making sure it is even. Dip each ladyfinger into the espresso on both sides for about 2 seconds and place it onto the bottom of the container (side by side). Pour half of the mascarpone cream onto the first set of ladyfingers and spread it evenly. Repeat this process once more. Smooth out the top layer of mascarpone cream. If piping cream on top of the tiramisu, see the tips section for instructions. Cover the container and place it in the fridge to chill overnight.
About one hour before the tiramisu is to be served, dust it generously with cocoa powder. Place the tiramisu back in the fridge so the cocoa powder can set. Finally, when you are ready to serve, slice it up and enjoy!