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1
Combine egg yolks and water in heavy saucepan.
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2
Cook over very low heat, whisking constantly, until mixture reaches 160 degrees, about 15 minutes.
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3
Cool quickly in cold water bath or in freezer.
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4
Stir mascarpone into yolks.
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5
Combine 4 egg whites, sugar and salt in top of double boiler.
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6
Cook over very low heat, beating with hand-held mixer on medium speed or with whisk until whites hold soft peaks and temperature reaches 160 degrees, about 20 minutes.
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7
Stir 1/4 of whites into egg yolk mixture. Fold in remaining whites.
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8
To assemble, arrange ladyfingers in single layer on piece of heavy-duty foil; slightly turn up foil edges to make a tray.
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9
(You also can do this on a large platter.) Combine coffee and Cognac; drizzle evenly over ladyfingers.
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10
Arrange half of ladyfingers in single layer in glass or souffle dish, about 6 1/2 inches in diameter and 3 to 4 inches deep.
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11
Fill in any spaces with parts of ladyfingers.
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12
Cover ladyfinger layer with half of mascarpone mixture. Top with remaining ladyfingers and remaining mascarpone mixture. Cover with plastic wrap.
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13
Refrigerate overnight or up to 2 days.
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14
Sprinkle cocoa through fine sieve over surface. Serve chilled.
