Cream egg and sugar together.. Add vanilla and beat until pale yellow, 1 minute. Add cheese in batches and blend until smooth. Transfer to medium bowl. Cover and chill 1 hour.
Beat whipping cream until stiff. Fold into cream cheese mixture. Cover & refrigerate until well chilled, about 1 hour (can be prepared 2 days ahead)
Pour espresso into large shallow dish. Dip cake strips in espresso, turning to coat all sides lightly. Arrange strips on bottom of 10-cup shallow dish (9x9 pan), smoothing with fingers to mold together. Sprinkle with half of chocolate, top with chilled cheese mixture. Sprinkle remaining chocolate over. Cover & refrigerate at least 2 hrs.
Raw eggs may contain salmonella which is germy and not very good for you. Regarding this, one of the best quotes on Epicurious was:
"I've made this many times, but the raw egg thing bothers me so this time I cooked the cream cheese/sugar/egg mixture on the stove top until 170 degrees. I also added half a pack of gelatin, and the difference was significant. It made for a much creamier and plusher custard - more similar to marscapone than the original. I strongly recommend making this easy changes. This dessert is a winner and very easy. I also soaked the pound cake in strong coffee- no need to buy espresso if you don't have it."
This sounds good in premise and makes you feel really happy about yourself when you've done it. The brutal reality is that doing this is a tricky proposition -- eggs set at 180 degrees. I've tried this suggestion a couple of different ways and it seems that adding the sugar to the egg first makes things simpler in terms of cooking.