Brew espresso, add sugar and place in refrigerator to cool completely.
Making the Zabaglione: Add egg yolks, sugar and Frangelico to the bowl of a double boiler. Cook over low heat, whisking constantly until the mixture is a pale yellow color and has thickened. Place the bowl over an ice bath while preparing the other ingredients.
Add heavy cream to a bowl and using a hand mixer, mix until it starts to thicken. Then add the room temp mascarpone cheese and continue to beat until you achieve stiff peaks.
Add Nutella to the cooled zabaglione and mix well. Then fold the zabaglione into the whipped cream mixture.
To a bowl, add the cold espresso and Frangelico and mix.
Into a 9×13 dish, dip the savoiardi cookies into the espresso mixture. How wet or dry you prefer it depends in how long you let them soak the espresso. If you like them on dryer side just dip them quickly.
Place one layer of cookies, top with half of the whipped mixture. Sprinkle with cocoa powder and shaved chocolate. Place another layer of dipped savoiardi and top with the rest of the whipped mixture. Sprinkle with more cocoa powder, shaved chocolate and chopped hazelnuts. Cover and refrigerate over night. The longer it sits, the more flavorful it is!