Brew the espresso and set it aside to cool completely.
In a mixing bowl, beat the heavy cream with the sugar and vanilla extract until stiff peaks form.
In a second bowl, stir the mascarpone cheese with the hazelnut liqueur until smooth.
Fold the whipped cream into the mascarpone mixture until evenly combined.
Quickly dip each ladyfinger into the cooled espresso and place two dipped cookies in the bottom of each serving cup.
Spoon a layer of the mascarpone cream over the ladyfingers.
Sprinkle a portion of the chopped hazelnuts and a light dusting of cocoa powder on top of the cream.
Repeat the layers once more, ending with a final dusting of cocoa powder and the remaining hazelnuts.
Cover and chill the cups until ready to serve.