In a medium bowl, make the pudding according to package instructions with the milk listed in the recipe. If for some reason your recipe calls for a different measurement, use that. Set aside to thicken up.
While the pudding is setting up, dip the top and bottom of each ladyfinger in the coffee liqueur and arrange in rows in a 7x11-inch pan until the bottom is covered in one layer.
Add the Mascarpone cheese to the pudding mixture and use a hand mixer to whip them together until smooth. Spread half of the pudding mixture out over the top of the ladyfinger mixture in the pan making sure to cover evenly.
In a large bowl or stand mixer fitted with a whisk attachment, beat the heavy cream, vanilla, and powdered sugar together until light and fluffy, about 3 to 4 minutes. Add half of the whipped cream mixture to the top of the pudding layer in the pan, spreading out evenly.
Layer with another layer of coffee liqueur soaked ladyfinger cookies, then the remaining half of the pudding mixture and then the remaining whipped cream, leveling out the top layer.
Dust the top of the whipped cream with cocoa powder and place the whole pan in the refrigerator to set for at least 6 hours.
After the dish has set, use a large, sharp knife to cut the dessert into squares, serve with a strawberry, if desired.