Stir together espresso and 2 tablespoons wine in a shallow bowl. Set aside.

Whisk together egg yolks, 2 tablespoons plus 1 teaspoon sugar, and remaining 1 tablespoon wine in a large bowl over a pot of simmering water until thick, pale yellow, and creamy.

Remove the bowl from heat and whisk in mascarpone, vanilla, and salt until completely smooth.

Beat egg whites in a glass or metal bowl until stiff peaks form.

Gently stir and fold 1/2 of the egg whites into mascarpone mixture; fold in remaining egg whites.

Place 1 heaping spoonful mascarpone mixture into a glass. Dip 2 cookie halves briefly in espresso mixture; turn 3 to 4 times to coat. Place cookie halves in the bottom of the glass on top of mascarpone.

Fill the glass halfway with mascarpone mixture. Dip 5 ladyfinger halves in espresso mixture and place vertically along the inside of the glass. Place 2 dipped ladyfinger halves horizontally on top of the mascarpone mixture in the glass. Add mascarpone mixture to the top. Repeat with second glass.

Wrap both glasses in plastic wrap and refrigerate for at least 8 hours or overnight.