Combine first 3 ingredients in a large bowl; stir well with a whisk. Cover surface with plastic wrap; chill 30 minutes or until firm.
Remove plastic wrap, and add cream cheese. Beat with a mixer at medium speed until well-blended. Gently fold in whipped topping.
Combine hot water, Kahlúa, and espresso. Split ladyfingers in half lengthwise. Arrange 16 ladyfinger halves, flat sides down, in a trifle bowl or large glass bowl. Drizzle with 1/2 cup Kahlúa mixture. Spread one-third of pudding mixture evenly over ladyfingers; sprinkle with 1 tablespoon cocoa. Repeat layers, ending with cocoa. Cover and chill at least 8 hours.