Beat 6 egg yolks with ½ cup sugar for about 1 minute or until well combined. Heat ⅔ cup horchata in a medium saucepan over medium heat until simmering. Slowly add the horchata to the egg yolks, whisking constantly. Pour the mixture back into the pot and bring to a simmer over medium heat. Continue to simmer for 1 minute, stirring constantly. Remove from heat and cool completely.
Add 1 lb espresso mascarpone to the egg yolk mixture, whisking until smooth.
Whip 1 ¼ cup heavy cream until soft peaks form. Add ¼ cup powdered sugar, 1 teaspoon vanilla, 1 ½ teaspoon cinnamon, and ¼ teaspoon cayenne. Continue to beat until stiff peaks form.
Assemble the tiramisu. Combine ½ cup coffee with ¼ cup Kahlua. Dip the ladyfingers in the coffee mixture and let it soak in the liquid for about 10 seconds. Arrange half of the ladyfingers in the bottom of a 7x11 inch baking dish. Spread half of the mascarpone mixture over the ladyfingers followed by half of the spiced whipped cream. Repeat the layers. Cover the tiramisu and let chill for at least 4 hours or preferably overnight.
Combine 2 tablespoon cocoa powder with ½ teaspoon cinnamon and ⅛ teaspoon cayenne. Dust the top of the tiramisu with the spiced cocoa powder. Serve.