Beat cream cheese, vanilla extract, and powdered sugar in a bowl until smooth.

Beat in 2 tablespoons of liqueur.

Whip whipping cream until stiff peaks form.

Fold the whipped cream into the cream cheese mixture.

Mix espresso coffee and 1/4 cup liqueur.

Split ladyfingers horizontally.

Arrange half of the ladyfingers in a pan.

Drizzle 1/4 cup of the espresso/liqueur mixture over ladyfingers.

Spread half of the cream cheese/whipped cream mixture over ladyfingers.

Arrange remaining ladyfingers over the cream cheese layer.

Drizzle with the remaining espresso/liqueur mixture.

Spread with the remaining cream cheese/whipped cream mixture.

Sift cocoa powder over the top.

Cover and refrigerate for about 4 hours.