Arrange half of ladyfingers, trimming to fit as necessary, in bottom of a 9 inch springform pan.
Drizzle with 2 tbsp liqueur. Melt chocolate and coffee in a heavy saucepan over low heat. Cool to room temperature. Beat together cream cheese and sugar. Gradually beat in milk.
In a small saucepan, sprinkle gelatin over 1/4 cup coffee liqueur. Heat over low heat until melted.
Beat gelatin into cheese mixture until smooth. Fold in whipped cream. Pour half of chocolate mixture over ladyfingers. Spread with half of cream cheese mixture. Trim and arrange remaining ladyfingers over top. Drizzle with remaining 2 tbsp liqueur. Repeat layering with chocolate and cream cheese mixtures.
Cover and refrigerate for at least 8 hours or up to 3 days. Do not freeze. Dust with cocoa to serve. Cut into wedges using a hot wet knife.
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