1. Place espresso and Kahlúa in a medium bowl, stirring to combine.
2. Place cream cheese and mascarpone in a large bowl; beat with a mixer at medium speed until smooth and creamy. Add powdered sugar, 3 tablespoons espresso mixture, and vanilla; beat with a mixer until blended. Fold in half of whipped topping, stirring just until combined. Repeat with remaining whipped topping.
3. Dip 12 ladyfingers in espresso mixture for 2 to 3 seconds each; place in an 8-inch square glass or ceramic baking dish. Top with half of cheese mixture, spreading evenly over ladyfingers. Top with 12 ladyfingers. Brush top of ladyfingers with remaining espresso mixture. Spread remaining cheese mixture over ladyfingers; cover and refrigerate at least 6 hours. Grate chocolate over top.