Beat the egg yolks with the sugar until fluffy.
Fold in the mascarpone. Season with finely grated lemon zest.
Mix the espresso and the brandy. Briefly immerse half of the ladyfingers in the espresso and divide between 8 glasses. Place a layer of the mascarpone cream on top. Immerse the remaining ladyfingers in the espresso and place in the glasses. Cover with another layer of the mascarpone cream. Chill for approximately 5 hours. Sprinkle heavily with dark cocoa before serving.