Preheat the oven to 325°F (165°C). Then, grease and lightly flour a 9-inch springform pan.
Stir instant coffee and coffee liqueur together until dissolved.
Dip each ladyfinger briefly into the coffee mixture, then arrange in the pan.
In a large mixing bowl, beat cream cheese and sugar until smooth. Add eggs one at a time, then mix in vanilla.
In another bowl, whip heavy cream to soft peaks. Gently fold the whipped cream into the batter, being careful not to deflate it. Add the cream cheese mixture and combine.
Carefully pour the filling over the ladyfingers and smooth the surface.
Pour hot water into the larger pan to create a water bath, reaching halfway up the sides of the springform pan.
Bake for 40–45 minutes.
Let it cool at room temperature, then refrigerate for at least 4 hours or overnight.
Dust with cocoa powder and garnish with chocolate shavings before slicing.