Make Cake Layer

1. Prepare a 9-inch cake pan or springform pan (just be sure it doesn’t leak so that your cake batter doesn’t ooze out) with parchment paper in the bottom and grease the sides. Preheat the oven to 350°F.
2. Combine the flour, baking powder and salt in a medium-sized bowl and set aside.
3. Add the butter, sugar, oil and vanilla extract to a large mixer bowl and beat together until light in color and fluffy, about 3-4 minutes. Do not skimp on the creaming time.
4. Add the egg to the creamed butter and sugar mixture, mixing until mostly combined. Scrape down the sides of the bowl as needed to be sure all ingredients are well incorporated.
5. Add half of the dry ingredients to the batter and mix until mostly combined.
6. Slowly add the milk and mix until well combined. The batter will look a little curdled, but that’s ok.
7. Add the remaining dry ingredients and mix until well combined and smooth. Scrape down the sides of the bowl as needed to be sure all ingredients are well incorporated. Do not overmix the batter.
8. Spread the cake batter evenly into the bottom of the prepared pan and bake for 13-15 minutes, or until a toothpick comes out with a few crumbs.
9. Remove the cake from the oven and allow it to cool for about 2-3 minutes, then transfer it to a cooling rack to cool completely. Set aside.

Make Espresso Mixture & Filling

1. While the cake is cooling, work on the espresso mixture and the cheesecake filling. Add the espresso coffee powder and sugar to the hot water and stir to dissolve, then add the Kahlua. Set aside.
2. Add the cream cheese, mascarpone cheese, sugar and flour to a large mixer bowl and beat on low speed until combined and smooth. Be sure to use low speed to reduce the amount of air added to the batter, which can cause cracks. Scrape down the sides of the bowl.
3. Add the sour cream and vanilla extract mix on low speed until well combined.
4. Add the eggs and egg yolks one at a time, mixing slowly to combine after each addition. Scrape down the sides of the bowl as needed to make sure everything is well combined.

Assemble & Bake

1. Once everything is ready to go, reduce the oven temperature (or preheat) to 300°F. Prepare a springform pan with parchment paper in the bottom and grease the sides. If you used the springform pan to bake the cake, clean it, then respray it with non-stick spray.
2. Reset the springform pan edges around the cake layer and drizzle 6-7 tablespoons of the espresso mixture evenly over the cake.
3. Set aside about 2 cups of the cheesecake filling, then add the remainder of the cheesecake filling to the pan and spread evenly.
4. One at a time, dip each ladyfinger in the remaining espresso mixture, then add it to the pan on top of the cheesecake filling. Make an even layer, breaking the ladyfingers if needed for them to fit.
5. Pour the cheesecake filling that was set aside over the top of the ladyfingers, using a spoon to drop spoonfuls, then spreading them evenly.
6. Prepare the pan for a water bath – see my leak-prevention methods here – by wrapping the outside of the pan with aluminum foil, then place the springform pan inside another larger pan. Fill the outside pan with enough warm water to go about halfway up the sides of the springform pan. The water should not go above the top edge of the aluminum foil on the springform pan.
7. Bake the cheesecake for about 1 hour and 15 minutes. The center should be set, but still jiggly.
8. Turn off the oven and leave the door closed for 30 minutes. The cheesecake will continue to cook, but slowly begin to cool as well.
9. Crack open the door of the oven for 30 minutes to allow the cheesecake to continue cooling slowly. This process helps prevent cracking.
10. Remove the cheesecake from the oven and the water bath wrapping, then refrigerate it until firm. This will take a minimum of 5-6 hours – feel free to chill it overnight. Once it’s completely cool and firm, remove it from the springform pan.

Make Topping

1. Combine the egg yolks and sugar in the top of a double boiler or in a metal mixer bowl over a pot of simmering water. Whisk to combine. The mixture will seem a little chunky at first, but it will thin out as it heats up.
2. Continue cooking and whisking continuously for about 5-8 minutes, until the mixture grows in volume, thickens and turns a pale yellow color. The sugar should melt, but if it’s still a little grainy, that’s okay – it will smooth out as you go. The temperature of the mixture should reach 160°F.
3. Set the egg mixture aside to cool to a little warmer than room temperature.
4. While eggs cool, make the whipped cream. Add the heavy whipping cream to a large mixer bowl and whip on high speed until stiff peaks form.
5. When the egg mixture has cooled, add the mascarpone cheese and gently fold together until combined.
6. Gently fold the whipped cream into mascarpone/egg mixture in two parts. Set aside.
7. Remove the cheesecake from the springform pan and set it on a serving platter. Spread the topping evenly onto the cheesecake, then sprinkle with cocoa powder.
8. Enjoy or refrigerate until ready to serve.