Brew a strong batch of Vietnamese coffee and let it cool slightly. Mix it with Amaretto if desired and set aside.

In a heatproof bowl over simmering water, whisk egg yolks and condensed milk until pale yellow. Fold in mascarpone cheese, brewed coffee, and vanilla extract.

Whip the heavy cream until stiff peaks form and gently fold it into the mascarpone mixture.

Dip lady fingers in the coffee mixture and layer them in a baking dish. Spread half of the mascarpone cream over the layers.

Repeat dipping and layering with the remaining lady fingers and mascarpone mixture. Cover and refrigerate for at least 6 hours, preferably overnight.

Once set, sift cocoa powder over the top before serving. Slice into squares and enjoy!