How to make Tiramisu. This classic Italian dessert is made with bought sponge ladyfingers, dipped in coffee and layered with a mascarpone whipped egg custard and topped with cocoa. This version doesn’t use cream, yet it’s still very creamy and totally indulgent. Originated in the region of Veneto in Italy in the 1960’s. Despite its complexity, this version requires very few ingredients and is quite simple to make. A great dinner party dessert as it’s all made in advance the day before.