Where can I find lady finger cookies?

Most large grocery stores have them...in the produce section next to the strawberries.

If you really can't find them, they aren't that hard to make at home and there are plenty of easy recipes online.

If you think that the milano cookies will absorb most of the coffee, it should be okay. The lady fingers act as a sponge for the coffee in the recipe...I've used sponge cake before, as well as lady fingers/ The milanos may be too hard/crispie and not absorptive of the coffee enough, though.

If you can't get them it doesn't really matter as all you need is a soft sponge cake you could make.

Leftover cakes are often used.

Think about angel food cake or a common pound cake instead.

See what they have at the supermarket, or a bakery.