Brew strong coffee and let it cool completely. Pour the coffee into a shallow bowl. Add coffee liqueur and stir until fully combined.

Pour heavy cream into a large bowl. Beat with an electric mixer until soft peaks form. The cream should look fluffy and smooth.

In another bowl, combine mascarpone cheese, sugar, and vanilla extract. Beat gently until smooth and creamy without overmixing the cheese mixture too much.

Add whipped cream into the mascarpone mixture slowly. Fold gently using a spatula until the filling becomes light, airy, and fully blended together.

Quickly dip each ladyfinger into the coffee mixture. Do not soak too long because the cookies can become too soft and break apart easily.

Arrange dipped ladyfingers in the baking dish evenly. Spread half of the mascarpone filling over the cookies using a spatula for smooth coverage.

Repeat the same process with another layer of coffee-soaked ladyfingers. Spread the remaining creamy filling evenly across the top of the dessert.

Cover the dish tightly with plastic wrap. Place it in the refrigerator for at least four hours so the layers can set properly.

Before serving, dust cocoa powder evenly over the top using a fine mesh strainer. Sprinkle chocolate shavings for extra flavor and decoration.