Using a stand or hand mixer, whip the cold heavy cream on medium for about a minute or until soft peaks form.
1 1/2 cup heavy cream
Add in the vanilla and sugar. Whip on medium speed for an additional 1-2 minutes or until stiff peaks form.
1/3 cup sugar, 1 tsp vanilla
Add in the softened mascarpone cheese and fold to combine. Set aside.
8 oz mascarpone cheese
In a medium bowl, combine the cold espresso and Kahlua (if using).
1 1/2 cup strong coffee or espresso, 3 tbsp Kahlua
Prep your work station. Get the whipped mixture, coffee mixture, lady fingers, and your 8 x 8 dish ready.
Quickly dip a lady finger into the coffee mix, flip it over to coat the other side and then remove. Do not let it soak - just a quick dip is all it takes.
Place the lady finger in the bottom of the 8x8 baking dish. Repeat with the lady fingers until the entire bottom of the dish is covered, breaking the lady fingers to fit, if needed.
Spread about half the whipped mixture over the first layer of dipped lady fingers.
Repeat with another layer of dipped lady fingers.
Top with the remaining whipped mixture, spreading evenly.
Dust with a coat of cocoa powder.
Chill in the fridge for about 4 hours prior to serving.