Combine first 3 ingredients and, if desired, Kahlúa, in a large bowl; beat with a mixer at medium speed until smooth. Fold in whipped topping.
Pour coffee into a shallow dish. Split ladyfingers in half lengthwise. Quickly dip ladyfingers, flat sides down, into coffee; arrange half of ladyfingers, dipped sides up, in bottom of a medium bowl.
Gently spread half of cream cheese mixture evenly over ladyfingers. Repeat procedure with remaining ladyfingers and cream cheese mixture. Sift cocoa over top. Cover and chill 8 hours. Spoon into dessert glasses or small bowls to serve. Lightly dust with cocoa, if desired.