1. In a large heavy-bottomed saucepan, combine the milk and lemon zest. Scrape the seeds from the vanilla bean, and add the seeds and bean to the pan. Bring a very brisk simmer over medium-high heat; do not allow to boil.

2. Meanwhile, in a large bowl, combine the egg yolks, flour, and sugar and whisk until the mixture is pale yellow and forms a ribbon when the whisk is lifted from the bowl. Gradually pour half of the hot milk into the egg mixture, whisking constantly. Return the mixture back to the saucepan along with the remaining milk and cook over high heat, stirring constantly with a wooden spoon, until the pastry cream coats the back of the spoon. Remove the vanilla bean. Pour half the cream into a stainless steel bowl and set in an ice bath to cool. Stir the cocoa and chocolate into the remaining pastry cream, making sure that the chocolate is completely melted. Then pour the chocolate cream into another bowl and set over an ice bath to cool. Whisk the creams occasionally as they cool.

3. Split each ladyfinger in half. Sprinkle the cut sides with the liqueur. Place a layer of the soaked ladyfingers in a large glass serving bowl. Top with a layer of the vanilla pastry cream, another layer of ladyfingers, and a layer of the chocolate cream; repeat the layering until all ingredients are used. Cover and refrigerate for 1 hour before serving.