Pour the cold heavy cream into a mixing bowl. Whip until soft peaks form. Stop before it gets stiff. Set aside.
In another bowl, add mascarpone cheese, powdered sugar, and vanilla. Mix gently until smooth.
Slowly fold the whipped cream into the mascarpone mixture. Use a spatula and light strokes. The cream should stay fluffy.
In a shallow bowl, mix the cooled coffee with the liqueur. Stir once.
Dip each ladyfinger into the coffee mixture for about one second per side. Do not soak them.
Place a layer of dipped ladyfingers at the bottom of each small jar.
Add a layer of mascarpone cream on top. Smooth lightly.
Repeat with another layer of ladyfingers and cream.
Finish with cocoa powder and chocolate shavings on top.
Cover the jars and chill in the fridge for at least 4 hours before serving.
