Have 4 (8-ounce) wine glasses ready.
In a chilled bowl combine 3/4 cup of heavy cream and 1/4 cup sugar. Whip with a hand mixer until soft peaks form. Cover and refrigerate until ready to use.
In a large bowl combine the cream cheese, 1/4 cup heavy cream, vanilla and the remaining 1/2 cup of sugar. Whip with a hand mixer until light until fluffy.
Reserve 4 ladyfingers for garnish. Using1 lady finger at a time, snap or cut in half, then dip it quickly into the coffee, and drop it into the bottom of a wine glass. Repeat with the other 3 glasses. Put a heaping tablespoon of the cream cheese mixture on top of the ladyfingers in each glad. Do another layer of ladyfingers dipped in coffee, another of the cream cheese mixture, then 1 more layer of ladyfingers. Top with remaining filling and dollop with the whipped cream. Break the reserved 4 ladyfingers in half and insert 2 halves into the top of each glass.
Put the cocoa powder into a small sieve and tap it gently over each glass to dust the tops. Refrigerate for at least 1 hour before serving.