In a large pot, combine the sweetened condensed milk and regular milk. In a separate can of milk, dissolve cornstarch and add it to the pot with the other ingredients. Cook on low heat, stirring constantly until the mixture thickens slightly.

Once thickened, remove a ladle of the mixture and set it aside to cool. Lower the heat, then stir in the egg yolks into the remaining cream to prevent scrambling.

Continue to cook and stir the cream until it thickens again. Allow it to cool before transferring it into a baking dish (approximately 15×10 inches).

For the chocolate layer, add cocoa powder and milk to the same pot and cook until it resembles a hot chocolate consistency. If too thick, add more milk.

Place ladyfinger biscuits into a large bowl and sprinkle with cognac using your fingers (don’t soak them!). Set aside.

Dip each ladyfinger biscuit into the chocolate mixture and layer them over the cream mixture in the baking dish.

Cover with foil or plastic wrap and refrigerate overnight to allow the flavors to meld.

The next day, whip the heavy cream with confectioners’ sugar and vanilla extract until soft peaks form. Spread the whipped cream over the chilled dessert.