In a small bowl, combine coffee and liqueur; set aside., In a large bowl, beat cream cheese and sugar until smooth. Beat in sour cream, milk and vanilla until blended., Layer 1 package of ladyfingers in an ungreased 11x7-in. dish; brush with half the coffee mixture. Top with half the cream cheese mixture. Repeat layers (dish will be full)., Cover and refrigerate 8 hours or overnight. Just before serving, sprinkle with cocoa.