Make a zablione by beating the egg yolks and sugar in the top of a double boiler until ivory colored. Add 1/3 cup liquor and whisk over gently simmering water until the mixture begins to thicken. Let cool. Stir the coffee into the mascarpone. Whip the cream to soft peaks. Beat the egg white until stiff. Fold the egg white into the zabaglione. Dip the lady fingers into the remaining liquor and arrange in a single layer in the bottom of a 9 in. bowl. Cover them with half the mascarpone, then half the zabaglione and half the cream. Repeat the layers, finishing with the cream. Refrigerate for several hours before serving.