1. Make a ribbon with the egg yolks, sugar, and vanilla sugar.
2. Add the mascarpone to the mixture.
3. Beat the egg whites until stiff peaks form, then gently fold them into the mixture.
4. Assemble the cake: dip the speculoos cookies into the coffee one by one (be careful not to soak them too much).
5. In a dish, place a layer of cookies, then a layer of mascarpone cream. Repeat with another layer of cookies, and finish with a layer of cream.
6. Sprinkle with cocoa, cover with plastic wrap, and refrigerate for a few hours.