Instructions In a medium saucepan, whisk egg yolks, sugar, and milk together until combined. Made from start to finish in 10 minutes with homemade ingredients like my Creamy Mascarpone Cheese and my Easy Homemade Lady Fingers, this updated tiramisu recipe gives the classic a run for its money!. Place over medium heat, and cook, whisking constantly, until thickened (don't rush, this can take 10-15 minutes). Beat cream cheese in large bowl with mixer until creamy. Hi Bold Bakers! Beat in milk, then dry pudding mixes. Remove from the heat and stir in mascarpone and vanilla and let custard cool to room temperature. Gently stir in 2 cups COOL WHIP.