1. Fill a pot with about 1 inch of water and bring it to a boil. In a large mixing bowl, whisk together the egg yolks and sugar.
2. Place the bowl over the pot to create a double boiler. Whisk until the sugar dissolves and the mixture turns pale, about 5 minutes.
3. Remove from heat and whisk in mascarpone until smooth.
4. In a separate bowl, whip cream, matcha powder, and vanilla until medium peaks form.
5. Fold whipped cream into mascarpone mixture until combined.
6. For the soak, whisk matcha powder, sugar, and hot water until slightly frothy.
7. Dip ladyfingers quickly in the matcha soak and layer in a dish.
8. Spread mascarpone cream over ladyfingers. Repeat layers until dish is full.
9. Chill for at least 4 hours or overnight.
10. Dust with matcha powder before serving.