Combine espresso and butter in the top of a double boiler over simmering water. Place dark chocolate pieces in the espresso mixture; cook without stirring until chocolate starts to melt, about 3 minutes. Whisk chocolate and espresso mixture until well combined. Remove from heat and set aside.
Combine egg yolks, and sugar in a saucepan over medium-low heat, whisking constantly until frothy and thickened, 3 to 5 minutes. Remove from heat. Stir mascarpone cheese into mixture.
Combine chocolate mixture with mascarpone mixture. Cool to room temperature. Whip heavy cream in a bowl until soft peaks form, 2 to 3 minutes. Fold half of whipped cream into cooled chocolate mixture.
Fold second half of whipped cream into chocolate mixture. Cover with plastic wrap and chill in refrigerator for at least 2 hours. Garnish with lady fingers or Milano cookies as desired.