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Step 1
Add whipping cream to a mixing bowl and beat on medium speed with electric mixers (or use a stand mixer). Slowly add sugar and vanilla and continue to beat until stiff peaks. Add mascarpone cheese and mix just until combined. Set aside.
Step 2
Add coffee and liqueur to a shallow bowl. Dip the lady fingers in the coffee (Don't soak them--just quickly dip them on both sides to get them wet) and lay them in a single layer on the bottom of an 8x8'' or similar size pan.
Step 3
Smooth half of the mascarpone mixture over the top. Add another layer of dipped lady fingers. Smooth remaining mascarpone cream over the top.
Step 4
Dust cocoa powder generously over the top (I use a fine mesh strainer to do this). Refrigerate for at least 3-4 hours or up to overnight before serving.