Using a 6-cm ring mould as a cutter, cut four dishes from the sponge. In a bowl whisk the egg yolks and sugar until pale. Add the marscapone and mix well. Whip the double cream until it just begins to thicken, then add this to the mixture. Transfer 2tbs of the mixture to a pan and heat gently.
Squeeze any excess liquid out of the soaking gelatine, add to the pan and stir until dissolved, then add to the rest of the cream, mixing well.
Mix the coffee and Kahlua in a bowl. Dip the sponges briefly in this mixture, then put them in the base of four deep 6-cm ring moulds.
Pour in enough marscapone mixture to come to the top of each mould and chill in the fridge until set. Dust the top of each tiramisu with cocoa powder, carefully slide the cutter moulds off and serve.