Beat cream cheese, powdered sugar, and salt in a bowl until smooth and fluffy.
Mix in mascarpone and vanilla on low speed just until combined; avoid overbeating.
Drizzle in the cooled espresso and coffee liqueur a little at a time, blending until silky.
Whip the heavy cream in a separate bowl to soft peaks.
Fold the whipped cream into the coffee-cheese mixture until airy and smooth.
Spoon into a serving bowl, dust generously with cocoa powder, and chill briefly if time allows.
Serve with ladyfingers for dipping.