In a stand mixer fitted with the whisk attachment, whip the heavy cream on high until stiff peaks form, about 3 minutes. Transfer to a medium bowl. 

In the clean bowl of a stand mixer fitted with the whisk attachment, combine the mascarpone, sugar, and vanilla and whip on high, scraping down the sides of the bowl as needed, until smooth and creamy, about 1 minute. Add the whipped cream and gently fold with a rubber spatula to combine without deflating the mixture. 

Pour the espresso into a wide, shallow bowl. Set aside half of 1 cookie for garnish. Break 4 of the cookies into large chunks, add them to the espresso, and let soak, flipping once, until saturated but not falling apart, 45 to 60 seconds per side. Reserve the espresso. Arrange the soaked cookies on the bottom of an 8-inch square baking pan, pressing down to create an even layer. Spread half of the mascarpone whipped cream evenly on top of the cookies. Using a small fine-mesh sieve, dust 1 tablespoon of the cocoa powder over the mascarpone whipped cream. 

Soak the remaining cookies in the reserved espresso. Use the soaked cookies, the remaining mascarpone whipped cream, and the remaining cocoa powder to create a second layer. Crumble the reserved half cookie and sprinkle on top of the tiramisu. Cover with plastic wrap and refrigerate for at least 2 hours and up to 5 days. Serve chilled. 

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