In a mixing bowl, whisk together the coffee and the liquor and set aside while you make the filling.

Beat the cream cheese and sugar in a metal bowl till smooth and fluffy, about 2-3 minutes. Add in the sour cream, milk and vanilla and beat further until fully combined and blended.

Layer 1 package of ladyfingers in the bottom of an increased baking dish and drizzle over top about half the coffee mixture. Top with half of the cream cheese mixture and spread evenly over the ladyfingers.

Repeat this process with another half of each mixture and refrigerate for 8 hours or overnight. When ready to serve, sprinkle with cocoa powder.