Using a whisk or electric mixer, beat together the egg yolks and sugar in a large bowl until thick and light yellow, about 3 minutes.  Add in the mascarpone and pistachio cream until just combined. (NOTE: The eggs are not cooked in this recipe, which may be of a concern. If concerned, whisk the yolks and sugar in the top of a double boiler until light and thermometer reads 170 degrees F.) 

In another large bowl, beat the whipped cream until stiff peaks form. Gently fold the cream into the pistachio mixture until incorporated. Pour about ½ cup Cognac into a shallow bowl. Dip 1 ladyfinger into the Cognac, soaking it for a few seconds on each side.  Arrange the ladyfingers in an 8-inch glass baking dish or 4 individual serving dishes.  Repeat until the bottom of the dish or the bottoms of the individual dishes are covered, trimming the ladyfingers so they fit snugly. Spread about 1/3 of the pistachio custard mixture over the ladyfingers and sprinkle with pistachios. Repeat with another layer ladyfingers, custard and pistachios. Spread the remaining pistachio custard on top and sprinkle with crushed pistachios.  Chill, covered, for at least 4 hours.

When ready to serve, dust with cocoa powder and additional crushed pistachios.