Heat the cream (1) in a saucepan, bring it to a boil, but do not let it boil. Remove from heat and add the squeezed gelatin sheets, then mix well.
Whisk the egg yolks with sugar until lightened in color, then add Mascarpone and the gelatin mixture. Beat until light and fluffy, then transfer to a flat container, cover with cling wrap so it’s slightly touching the surface of mascarpone mixture, and refrigerate for 1.5-2 hours to stabilize.
Whip the Mascarpone mixture. In another bowl, whip the cream (2) until soft peaks form. Then combine the two mixtures and transfer them to a piping bag.
Assemble the dessert in a baking dish or individual portions. Dip the cookies in milk and arrange the first layer, followed by a layer of cream, a layer of cookies, and another layer of cream. Top it off with Pistachio Papi and chopped pistachios.