In a medium bowl, whip cream to medium stiff peaks. Set aside.
In a separate clean bowl, beat cream cheese and mascarpone until smooth.
Mix in sugar.
Stir in vanilla.
Fold in whipped cream. Set aside.
Combine espresso and coffee liqueur.
Place savoiardi in single layer in flat bottom pan.
Pour over coffee mixture savoiardi. Set aside.
Spread half of cheesecake mixture over prepared crust.
Sift ½ the cocoa powder over the top of the cheesecake.
Top with savoiardi.
Spread remaining cheesecake on top.
Refrigerate until set, at least 6 hours or overnight.