Mix the coffee and brandy together and set aside.
Over a double boiler, beat egg yolks and sugar until mixture lightens in color and forms ribbons when the whisk is lifted from the pot. Allow to cool 5 minutes.
Beat the egg whites to stiff peaks. Fold the mascarpone into the egg yolk mixture 1/4 at a time. Fold mascarpone-yolk mixture into the egg whites and set aside.
Lay the savoiardi along the insides of the wine goblets all the way to the bottom, lining the entire glass, keeping 6 savoiardi for later use. Using a pastry brush, paint the cookies with the espresso and brandy mixture. Fill each goblet one-third full with the mascarpone mixture and sprinkle with the broken chocolate. Lay 1 remaining cookie across the center of each goblet and paint with the coffee mixture. Fill each goblet with the remaining mascarpone mixture, topping each with the shaved chocolate. Serve at room temperature.
*RAW EGG WARNING
Food Network Kitchens suggest caution in consuming raw and lightly-cooked eggs due to the slight risk of Salmonella or other food-borne illness. To reduce this risk, we recommend you use only fresh, properly-refrigerated, clean, grade A or AA eggs with intact shells, and avoid contact between the yolks or whites and the shell.