In the bowl of a stand mixer using the whisk attachment, or in a large bowl using a hand mixer, beat together egg yolks, powdered sugar and lemon zest until light and pale, 3 to 5 minutes. If using a stand mixer, switch to the paddle attachment Add cream and mascarpone; beat until fluffy. If using a stand mixer, transfer the mixture to a large bowl.
In a clean bowl, whip egg whites until stiff peaks form. Gently fold the whites into the mascarpone base. Set aside.
In a medium bowl, whisk together limoncello and milk.
Quickly soak ladyfingers in the limoncello mixture and use them to line the bottom of a 13-by-9-inch baking dish. Gently spoon in about half of the whipped mascarpone mixture, smoothing it over the soaked ladyfingers.
Add another layer of soaked ladyfingers, then cover with the remaining whipped mascarpone mixture.
Refrigerate just until chilled, about 2 hours. Serve within a few hours of assembly. Before serving, sprinkle with cocoa powder and top with shaved white chocolate.