In a shallow bowl, combine the hot water and instant espresso powder and stir until dissolved. Set aside. Whip the heavy cream to soft peaks in a medium bowl and set aside.
Bring a saucepan with 2 inches of water to a gentle simmer over medium heat. In a bowl that fits comfortably over the pan without touching the water, add the bourbon, sugar and egg yolks and whisk until combined. Place the bowl over the simmering water and heat, whisking constantly, until the mixture is tripled in size and a ribbon is left in the mixture when you raise the whisk and drizzle the mixture on itself, about 8 minutes. (You can also use a handheld mixer on medium speed for this step.) Remove the bowl from the heat and continue to whisk for an additional minute to start to cool it down. Add the mascarpone, peanut butter, vanilla and salt and continue to whisk until well incorporated. When the mixture is smooth and slightly cooled, switch to a rubber spatula and gently fold in the reserved whipped cream. Set aside.
One at a time, dip 6 of the ladyfingers into the espresso; do not let them sit and soak in the espresso--just a quick dip. Break each one in half and fit 2 halves on the bottom of each of six 6-ounce coffee cups or ramekins. Spoon about 1/4 cup of the peanut butter mixture over the ladyfingers in each coffee cup and spread evenly with an offset spatula. Spoon a scant tablespoon of the jam over the peanut butter mixture in each and spread evenly. Repeat with an additional layer of the ladyfingers, followed by a layer of the peanut butter mixture. Using a rasp grater, grate the chocolate evenly over the top. Cover with plastic wrap and refrigerate for at least 4 hours. Remove from the refrigerator 10 minutes before serving.