Step 1 In the bowl of a stand mixer using the whisk attachment, or in a large bowl using a hand mixer, beat together the egg yolks, powdered sugar and lemon zest until light and pale, 3 to 5 minutes. Add the whipping cream and mascarpone and continue to beat (if using a stand mixer, switch to the paddle attachment) until fluffy. Transfer the mixture to a large bowl if using a stand mixer.
Step 2 In a separate bowl, whip the egg whites until stiff peaks form. Gently fold the whites into the mascarpone base. Set aside.
Step 3In a medium bowl, whisk together the limoncello and milk.
Step 4Quickly soak the ladyfingers in the limoncello mixture and use them to line the bottom of a 13-by-9-inch baking dish. Gently spoon over about half of the whipped mascarpone mixture, smoothing it over the soaked ladyfingers.
Step 5Add another layer of soaked ladyfingers, then cover with the remaining whipped mascarpone mixture.
Step 6Refrigerate just until chilled, about 2 hours. Serve within a few hours of assembly. Before serving, sprinkle over the cocoa powder and top with shaved white chocolate.