Mix 2 tablespoons of hazelnut liqueur to the espresso and set aside. In a mixing bowl combine ricotta cheese, 2 tablespoons sugar, 1 tablespoon liqueur, vanilla extract and lemon zest. In a mixer, whisk egg yolks with 1 tablespoon sugar, till pale yellow. Add ricotta mixture and beat until incorporated. With the mixer on low, pour in the heavy cream and gradually increase the speed as the mixture begins to thicken, about 2 minutes.
Submerge each ladyfinger into the espresso mixture for about 20 seconds and line the bottom of your dish, in a single file. Complete the first layer then spread half of the ricotta mixture evenly with an offset spatula, covering the ladyfingers. Repeat dipping the ladyfingers in the espresso mixture to make a second layer. Spread the remaining ricotta mixture and dust with sifted cocoa powder. Cover with plastic wrap and refrigerate for at least 6 hours or over night.