In a bowl mix the coffee with the liqueur and dip the biscuits in them. In a deep ovenproof dish make two layers of biscuits, until the bottom is covered.
In a mixer, beat the cheese until fluffy. Add the sugar and continue mixing for a few minuted. Add the egg yolks one by one and continue to mix. Make a meringue with the egg whites and gently fold into the cheese mixture.
Spread half the cream onto the biscuits, then add a layer of biscuits, and so on, until you run out of cream. Leave the dessert in the fridge for several hours. Sprinkle with cocoa and serve.