Start with the syrup: In a small saucepan, combine the water and granulated sugar. Heat until the sugar dissolves, then remove from heat. Once cooled, stir in the strained lemon juice.

Prepare the cream. Whip the very cold heavy cream with the powdered sugar until stiff peaks form. (For best results, chill the bowl and beaters in the freezer for 30 minutes before whipping.)

In a separate bowl, gently mix the mascarpone with the grated zest of the lemons using a spatula. Fold the sweetened whipped cream into the mascarpone mixture, stirring gently from the bottom up to keep the cream fluffy.

In a baking dish, make a layer of ladyfingers dipped in the lemon syrup. Spread a layer of cream over the ladyfingers and sprinkle with shredded coconut. Repeat the layers until all ingredients are used, finishing with a layer of cream and a sprinkle of coconut. Garnish with thin lemon slices and fresh mint leaves.