In an electric mixer beat the egg yolks with the sugar, until foamy. Add the vanilla and cheese and mix well. Add the whipping cream and whip until the mixture resembles a custard. Add the Tia Maria one cap full at a time and mix, Taste and add more if needed .
Heat the milk in the microwave until warm.
Dissolve the coffee ( it's up to you how strong you want it) Add a little bit of the Tia maria (1/2 a cap full or more to taste).
In a shallow bowl pour the coffee. Working quickly dip the lady fingers into the coffee mixture and place it into a dish which you will serve the tiramisue. Line the bottom with ladyfingers to form a layer. Spread 1/2 of the cream mixture over the top to form a custard layer.
Repeating the ladyfingers layer. ETC. Until the dish is full. Put a big custard layer over the top and refrigerate the cake at least 48 hours or 2 days. Before serving sprinkle shaved chocolate or powdered chocolate all over.