Set out six small dessert cups or glasses. Make sure the brewed espresso or coffee is fully cooled before using it.
In a large bowl, beat the cold heavy cream, powdered sugar, and vanilla with a hand mixer on medium-high speed until medium peaks form. The cream should hold its shape but still look smooth.
Add the cold mascarpone and beat on low speed just until the mixture is thick, smooth, and combined. Do not overmix, as mascarpone can become grainy or loose.
Pour the cooled coffee into a shallow bowl. Stir in the optional coffee liqueur. Briefly dip one ladyfinger at a time in the coffee, turning it quickly; do not let the cookies soak.
Break the dipped ladyfingers as needed and place enough pieces in the bottom of each cup to make one thin layer.
Spoon or pipe a layer of mascarpone cream over the cookies. Repeat with another layer of quickly dipped ladyfingers and mascarpone cream, finishing with cream on top.
Cover the cups and refrigerate for at least 4 hours, or overnight, so the cookies soften and the layers set.
Just before serving, sift cocoa powder over the tops. Add optional chocolate curls or chopped chocolate and serve chilled.