Place the mascarpone and the vanilla into a mixing bowl. Whisk with a hand or stand mixer on low for 30 seconds, then increase the speed to medium-high for 2 minutes or until smooth and thick.
Place the cream and sugar in a separate mixing bowl. Whisk on low for 30 seconds, then increase speed to medium-high for 1-2 minutes or until the cream reaches medium peaks.
Transfer all the whipped cream to the mascarpone mixture. Whip on high for 2-3 minutes or until firm peaks. This is important, as a firm cream and cheese mixture will help set the cake and give it structure.
Lay out the biscuits in the base of a 24cm (9.5in) spring form cake tin (a tin with removable sides). You may need to slice or shave the edges of some biscuits so they fit snugly together without big gaps. Don't worry if it doesn't look pretty, it won't affect the overall look or taste at the end.
Make the coffee mixture - In a flat bowl, mix the hot coffee, sugar and liqueur together until the sugar has dissolved.
Remove a biscuit from the base of the tin and quickly dip the entire biscuit into the coffee mixture and place it back into its space in the tin. Repeat this step with the remaining biscuits for the first bottom layer only. Spoon half of the cheese and cream mixture over the biscuits, then use a spatula to smooth it out evenly. Place another layer of coffee-dipped biscuit and then cover it with the remaining cream and cheese mixture. Smooth the surface of the cake as best as you can, then cover with plastic wrap/film. Transfer the cake to the fridge to chill for at least 4 hours, or even better, overnight.
Run a flat thin knife between the sides of the cake and the tin. Release the sides of the tin, then use a thin spatula to smooth out the sides and edges of the cake to make it look neater. Serve the cake with the base of the tin, but place it on a serving plate. Dust the top surface of the cake generously with cocoa powder.