Line a 21cm x 11cm x 7cm loaf pan with 2 layers of baking paper, leaving plenty overhanging the sides.
Soak gelatine in cold water for 5 minutes to soften. Place sugar and espresso in a small saucepan over medium heat and bring to a simmer, stirring, to dissolve sugar. Squeeze excess water from gelatine, add to espresso mixture and stir to dissolve. Remove from heat and cool to room temperature, then add 1/2 cup (125ml) Frangelico.
Arrange a layer of savoiardi over base of pan, then top with a second layer (there will be savoiardi left over for final layer). Pour over espresso mixture and chill for 1 hour.
Combine icing sugar and egg yolks in a stand mixer fitted with whisk attachment and whisk until thick and pale. Add cream, mascarpone and vanilla, and whisk until thick. Add 2 tsp nutmeg, then whisk in white chocolate until smooth and combined. Spread half cream mixture over savoiardi, then dip remaining savoiardi in remaining 1/4 cup (60ml) Frangelico and arrange in a single layer. Spread with remaining cream mixture, using a palette knife to shape the top. Chill for 3 hours or overnight. Scatter with remaining 1/2 tsp nutmeg to serve.