Preheat the oven to 350°F (175°C).
In a large bowl, mix cream cheese, sugar, and vanilla until smooth.
Beat in the eggs one at a time until well blended.
Pour the mixture into the prepared crust and bake for 25 to 30 minutes.
Cool to room temperature, then refrigerate until fully chilled.
Combine brewed coffee and 1 tablespoon coffee liqueur in a shallow dish.
Dip ladyfingers briefly in the coffee mixture and layer over the cooled cheesecake.
In another bowl, blend mascarpone cheese, confectioners' sugar, and 2 tablespoons liqueur.
In a separate bowl, whip the heavy cream until stiff peaks form, then fold into the mascarpone mixture.
Spread evenly over the ladyfingers.
Dust with cocoa powder before serving.