The non-invasive depth-resolved imaging of pictorial layers in paintings by means of linear optical techniques represents a challenge in the field of Cultural Heritage (CH). The presence of opaque and/or highly-scattering materials may obstruct the penetration of the radiation probe, thus impeding the visualization of the stratigraphy of paintings. Nonlinear Optical Microscopy (NLOM), which makes use of tightly-focused femtosecond pulsed lasers as illumination sources, is an emerging technique for the analysis of painted objects enabling micrometric three-dimensional (3D) resolution with good penetration capability in semi-transparent materials. In this work, we evaluated the potential of NLOM, specifically in the modality of Multi-Photon Excitation Fluorescence (MPEF), to probe the stratigraphy of egg-tempera mock-up paintings. A multi-analytical non-invasive approach, involving ultraviolet-visible-near infrared (UV-Vis-NIR) Fiber Optics Reflectance Spectroscopy, Vis-NIR photoluminescence, and Laser Induced Fluorescence, yielded key-information for the characterization of the constituting materials and for the interpretation of the nonlinear results. Furthermore, the use of three nonlinear optical systems allowed evaluation of the response of the analyzed paints to different excitation wavelengths and photon doses, which proved useful for the definition of the most suitable measurement conditions. The micrometric thickness of the paint layers, which was not measurable by means of Optical Coherence Tomography (OCT), was instead assessed by MPEF, thus demonstrating the effectiveness of this nonlinear modality in probing highly-scattering media, while ensuring the minimal photochemical disturbance to the examined materials.