Cut off the ends of the blood oranges. Slice off the peel and white pith with a paring knife. Cut between the membranes toward the center to release the segments. Squeeze the membranes over a bowl to extract the juice; strain out the seeds.
Combine all but 1 tablespoon of the blood orange juice, 1/3 cup sugar, 1 tablespoon liqueur and 1/4 cup water in small saucepan. Bring to a boil and cook until syrupy, 2 to 3 minutes. Let cool.
Bring 2 inches water to a simmer in a saucepan over medium-low heat. Whisk the egg yolks, lemon juice, the reserved 1 tablespoon blood orange juice and the remaining 1/3 cup sugar and 2 tablespoons liqueur in a heatproof bowl that fits in the pan without touching the water. Whisk constantly, scraping the bowl, until the custard is thick, 10 to 12 minutes (remove from the heat if it starts to curdle). Remove the bowl from the pan and whisk until cooled. Beat the cream in a separate bowl with a mixer until stiff, then fold into the custard.
To assemble, dip 2 ladyfinger halves in the orange juice syrup; layer in each glass. Top with some custard and oranges. Make 2 more layers of ladyfingers, custard and oranges; cover with plastic wrap and chill 2 hours. Crush the remaining 2 ladyfingers and sprinkle on top along with the pistachios.