Place yolks, sugar, vanilla and coffee onto non sticking pan and cook on low, whisking until thickens. Set aside and chill.
Beat butter and powdered sugar until pale, add chilled zabaglione and beat all together.
Place ladyfingers bottom side up and sprinkle with some alcohol of choice. Not too much.
Take buttercream from the fridge and pipe onto half of cookies. Sandwich with other cookie on top. Refrigerate.
Melt chocolate with vegetable oil and quickly dip each sandwiched cookie in it from both sides or only one side. Place them onto baking paper and into fridge until set. Serve with coffee.
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