In a bowl, beat together the Greek yogurt, mascarpone, powdered sugar, and vanilla until smooth. In a separate bowl, whip the heavy cream until soft peaks form, then gently fold it into the yogurt mixture.
Brew strong espresso or coffee and let it cool slightly. You want it flavorful, but not hot enough to melt or loosen the filling too much.
Quickly dip each ladyfinger into the coffee. You want them moistened, but not so soaked that they fall apart.
Arrange a layer of dipped ladyfingers in the bottom of your dish. Spread half of the yogurt filling over the top. Repeat with another layer of dipped ladyfingers and the remaining filling.
Cover the dish and refrigerate for several hours so the flavors can meld and the ladyfingers can soften into those classic tiramisu layers.
Dust generously with cocoa powder just before serving. Add shaved chocolate on top if desired.