This is the tiramisu made from a combination of recipes. After sampling many variations, and having a problem with raw egg, this turns out to be the best version without the Salmonella.
In a saucepan, whisk egg yolks with sugar; then whisk in milk. Cook over medium heat while whisking and boil for one minute. Chill in refrigerator. In a cold bowl, whip heavy cream with vanilla extract until a stiff peak forms. Combine espresso and liqueur in a pan. Whisk mascarpone into egg/milk mixture, and beat in espresso. Whip until smooth. Divide lady fingers into two sets. Dip each lady finger in espresso, about 6 seconds each, and arrange on the bottom of a pan. Use up about half of the espresso mixture for the bottom layer. Spread half of the mascarpone/egg/milk mixture over the lady fingers, and then spread half of the whipped cream over that. Repeat for the second layer. Cover and chill for at least 6 hours. Decorate!