In a large mixing bowl, beat egg yolks and sugar with electric mixer until light yellow, 1 minute. Beat in mascarpone, brandy, and vanilla until smooth. In a separate bowl, beat egg whites until stiff, but not dry. Fold egg whites into mascarpone mixture.
Quickly dip ladyfingers, one at a time, in cooled coffee and arrange them in a 9x13-inch baking dish. Use 15 cookies to cover the bottom of the dish. Spread half the mascarpone mixture over the cookie crust and sprinkle the chocolate on top. Repeat the soaked cookie and cheese layers.
Cover tightly with plastic wrap and refrigerate 4 hours or overnight before serving.
