Whisk the egg yolks and sugar with the whisks of the mixer until white-creamy. Stir in mascarpone. Stir in lemon zest.
Mix espresso and brandy. Dip half of the sponge fingers completely into the mixture and place them close together in a flat, angular casserole dish (approx. 20 x 20 cm). Spread half of the mascarpone cream on top.
Dip the rest of the ladyfingers into the espresso mix just as briefly and place them side by side on the cream. Spread the rest of the mascarpone cream smooth. Cover and refrigerate for about 5 hours. Dust with cocoa powder shortly before serving.