In a large bowl, beat whipping cream, sugar, and vanilla until soft peaks form.
Add the mascarpone cheese and liquor or brandy. Continue whipping until the mixture makes stiff peaks.
Dip ladyfingers in coffee, very briefly. Too long in the coffee and the ladyfingers will crumble.
May an even layer of moist ladyfingers in an 8×8 pan. Spread half the whipped cream mixture over the ladyfingers.
Cover the cream with a second layer of moistened ladyfingers. Spread the remaining whipped cream mixture over this.
Sieve cocoa powder over the whipped cream topping. Chill 24 hours before serving.