In a small sauce pot, whisk together egg yolks and sugar until smooth. Carefully whisk in the milk until fully mixed and set over medium heat on stove top. Whisking constantly, bring mixture to a slow boil. Boil for one minute, stirring constantly. Let cool slightly on counter top off the heat, cover and sit in fridge for 1 hour to cool.
In a medium sized bowl, whip the heavy cream and vanilla with a hand mixer to form stiff peaks. Set aside.
Mix the mascarpone cheese into the egg yolk mixture until smooth.
Place two lady fingers into the bottom of each ramekin. Brush first layer of cookies with half of the coffee. Layer a heaping tablespoon of the egg yolk mixture and smooth with a spoon. Layer a heaping tablespoon of the whipped cream next and smooth out the top. Repeat.
Cover tiramisu with plastic wrap and let sit in fridge for 4-6 hours until set. Dust with cocoa powder and garnish with chocolate shavings if desired. Serve with McCafé Coffee and enjoy!