Pour the whipping cream into a mixing bowl and beat it on medium speed using an electric mixer or a stand mixer if you have one.
Once it starts to thicken, slowly add the sugar and vanilla. Keep beating until stiff peaks form and the cream holds its shape.
Add the mascarpone cheese and mix just until everything is blended together. Set the mixture aside.
Pour the coffee into a shallow bowl.
Quickly dip each ladyfinger into the coffee, one at a time. Just a quick dip on both sides is enough to moisten them without soaking. Arrange them in a single layer across the bottom of an 8x8 inch pan or something close in size.
Spread half of the mascarpone mixture over the ladyfingers and smooth it out gently.
Add another layer of dipped ladyfingers on top, then spread the rest of the mascarpone cream over them.
Generously dust the top with cocoa powder.
Refrigerate the dessert for at least 4 hours or leave it overnight before serving for the best texture and flavor.