In a shallow bowl, stir espresso powder into 1/3 cup warm water until dissolved. Stir in orange liqueur. Dip ladyfingers into espresso mixture and line the sides of 4 parfait or wine glasses; set aside.
In a large bowl, whisk together pudding mix, milk, and orange extract for 2 minutes. Divide pudding mixture among the lady finger-lined glasses. Let sit for 5 minutes.