In a large, heavy-bottomed saucepan, combine the milk and the vanilla bean or lemon zest and heat over medium-high heat to a very high simmer but do not allow to boil.
Meanwhile, in a large bowl, combine the egg yolks, flour and sugar and whip with a whisk until the mixture is pale yellow and forms a ribbon when the whisk is lifted from the bowl.
Once the milk has simmered, remove the pan from the stovetop and pour 1/2 of the milk in to the egg mixture, stirring constantly. Return this mixture back to the pan with the milk and stir over high heat with a wooden spoon until the mixture coats the back of a spoon. Pour half the cream into a stainless steel bowl set atop an ice bath to cool, and stir the cocoa and chocolate in to the remaining cream, making sure that it has completely dissolved into the mixture. Pour the chocolate cream into a separate bowl that has been set atop an ice bath to cool.
Cut each ladyfinger in half lengthwise and sprinkle the halves with the 3 liqueurs. Once the creams have cooled, in a large casserole, place a layer of the soaked ladyfingers, followed by a layer of the vanilla cream, followed by a layer of ladyfingers, followed by a layer of the chocolate cream, repeating this procedure until all ingredients are used up. Let sit for 1 hour, then serve.