In a small saucepan, combine water, sugar, and lemon juice. Heat over medium heat until sugar dissolves. Remove from heat and let cool.

In a mixing bowl, whisk together mascarpone cheese, heavy cream, powdered sugar, vanilla extract, lemon zest, and lemon juice until smooth and creamy.

Quickly dip each ladyfinger into the lemon syrup and layer them in the bottom of the baking dish.

Spread half of the cream mixture over the ladyfingers.

Repeat with another layer of dipped ladyfingers and the remaining cream mixture.

Cover the dish with plastic wrap and refrigerate for at least 4 hours, preferably overnight. Serve chilled, garnished with additional lemon zest if desired.