Lady fingers, also known as savoiardi in Italian, are widely used in dessert making, namely, for soaking up rum-splashed coffee and layering into a glass dish with that creamy, rich, sweetened and egg-fortified mascarpone for tiramisu.
There are other biscuits you can use but I consider savoiardi indispensable for tiramisu. My Tuscan mother in law prefers to use Pavesini, which are thin, finger-shaped children’s cookies, but being so thin, they get soggy very quickly and they just don’t have the wonderful soft and springy texture of perfectly re-hydrated savoiardi.