1. In a bowl or the mixer bowl, whip the heavy cream at medium speed until it's nicely fluffy, about 5 minutes. Keep it in the fridge until you prepare the rest of the cream. In the mixer bowl or another bowl, add the mascarpone cheese, sugar, and vanilla, and beat until creamy, about 3 minutes.
2. Stop the mixer and, using a spatula, gently fold in 1/3 of the whipped cream into the mixture. Fold in circular motions so you don't lose the air from the whipped cream. Repeat with another 1/3 of the whipped cream, and once incorporated, add the remaining whipped cream.
Put the espresso coffee in a bowl and add the coffee liqueur. Stir well.
Dip the ladyfingers into the coffee mixture and arrange them in a rectangular baking dish measuring 20x24cm.
3. Spread half of the cream mixture over the ladyfingers, and then place another layer of coffee-soaked ladyfingers on top. Add the remaining cream and spread it evenly. Cover with plastic wrap and refrigerate the dessert for at least 2 hours or overnight. Dust with cocoa powder before serving.
