In a large mixing bowl beat mascarpone cheese, cream, powdered sugar, and vanilla with an electric mixer on medium to high speed just until soft peaks form (tips curl). Fold in the liqueur just until combined.
Divide half of the ladyfinger cubes among eight 6-ounce parfait glasses or sundae glasses. Drizzle with half of the espresso. Top with half of the mascarpone mixture. Sprinkle with half of the chocolate. Repeat layers once. Cover and chill for 1 to 24 hours before serving. Makes 8 servings.