Add the egg yolks, mascarpone, pandan extract, and condensed milk to a medium bowl and mix to combine.
In a separate bowl, beat the egg whites with electric beaters (or in a stand mixer) on medium-high until they form stiff peaks.
Add the yolk mixture to the egg whites and fold until completely incorporated.
Mix the Vietnamese espresso with the coconut milk.
Dip each lady finger into the coffee-coconut mixture and lay them in an even layer in the bottom of a dish. Spread half the mascarpone mixture over top in an even layer.
Repeat once more to use up the remaining lady fingers and cream.
Chill in the fridge for at least 6 hours or overnight.
Top with shredded coconut (optional) before serving.