1. In a mixing bowl, whisk the heavy cream until stiff peaks form.
2. In another bowl, mix the mascarpone cheese, sugar, and vanilla extract until smooth.
3. Gently fold the whipped cream into the mascarpone mixture.
4. Combine the brewed coffee and coffee liqueur in a shallow dish.
5. Dip each ladyfinger into the coffee mixture for a few seconds, ensuring they are soaked but not soggy.
6. Layer the soaked ladyfingers and mascarpone mixture in parfait glasses, starting with the ladyfingers.
7. Repeat the layers, ending with the mascarpone mixture on top.
8. Dust the top with cocoa powder.
9. Chill in the refrigerator for at least 2 hours before serving.