In a medium bowl, combine coffee and amaretto. Divide cream cheese in half and stir coffee mixture into one half of cheese. Set aside.
In a medium bowl, whip cream with vanilla until stiff peaks form. Fold whipped cream into remaining cream cheese.
Line a 7×11 inch dish with parchment paper. Place 10 ladyfingers in the bottom of the dish. Spoon one-half of the coffee mixture over the cookies. Top with one-half of the whipped cream mixture. Repeat layers. Sprinkle with cocoa. Refrigerate one hour before serving.