Set a heatproof bowl over a saucepan of gently simmering water. Add the egg yolks and granulated sugar. Whisk steadily for 4 to 5 minutes until the mixture looks pale and thick. Remove from heat and let cool for about 5 minutes.

Whisk the mascarpone, pumpkin puree, and pumpkin pie spice into the cooled egg mixture until smooth and creamy.

In a separate chilled bowl, beat the cold heavy cream with the powdered sugar until soft peaks form. Gently fold the whipped cream into the pumpkin mascarpone mixture in two additions.

Mix the coffee and coffee liqueur in a shallow dish. Quickly dip each ladyfinger for just 1 second per side. Fit the dipped pieces into small glasses, layering with spoonfuls of the filling.

Cover the cups and refrigerate for at least 4 hours. Dust the tops before serving with cocoa powder and cinnamon.