In a mixer with the whip attachment, whip yolks and sugar until thick and pale in color (ribbon stage). Add mascarpone and whip until well incorporated. Pour water into a small bowl then pour powdered gelatin over it. Do not stir. Allow gelatin to absorb all of the water (about 15 minutes) then place the bowl on top of a small saucepan containing simmering water (creating a double boiler). Immediately turn off the heat and allow the gelatin to dissolve completely. In a separate bowl, whip egg whites to a soft peak, gradually add sugar, then slowly pour in dissolved gelatin. Whip to a stiff, glossy peak. Fold whites into mascarpone and yolk mixture then fold in whipped cream.
In a separate bowl, combine espresso and kalhua. Soak 1 ladyfinger at a time in the espresso mixture. In an 8 by 10-inch pan, arrange soaked ladyfingers close together in neat rows until the bottom of the pan is completely covered. Pour 1/2 of the mousse over the ladyfingers and smooth with a rubber spatula. Sprinkle 1/2 of the chocolate shavings over mousse. Create another layer and chill until set.