Pre-heat the oven to 325ºF.
Place the ladyfingers in a food processor and process until you obtain fine crumbs.
Add the sugar to the ladyfingers and mix.
Add the melted butter and stir to combine.
Press the mixture on the bottom and up the sides of a 8” or 9” springform pan.
Bake for 12 minutes. Remove and let it cool down.
Bring a large pot of water to a boil as you start making the cheesecake, to make the water bath.
Beat the cream cheese for 2 minutes with a mixer at medium speed, until creamy.
Add the mascarpone and mix on medium-low to combine.
Add the granulated sugar to the cream cheese and beat for another 2 minutes at medium speed.
Scrape the bowl and beat for another 30 seconds.
Add the sour cream and mix to combine.
Add the eggs to the batter, one at a time, mixing until incorporated before adding the next egg.
Add the vanilla, salt and Kahlua if using. Mix to combine.
Grease the exposed sides of the cheesecake pan.
Pour one third of the cheesecake batter in the pan, over the baked and cooled crust.
Dip each ladyfinger cookie quickly on the cooled espresso or coffee, turning it once.
Lay the cookies on top of the batter to cover the surface.
Pour another third of the batter on top. Repeat with the cookies to form another cookie layer.
Top with the remaining batter.
Prepare a water bath: Wrap the outside of the springform pan with three wide strips of aluminum foil.
Place the cheesecake pan in the center of a large roasting pan.
Carefully pour the hot water into the roasting pan until it reaches halfway up the sides of the springform pan.
Bake the cheesecake in the pre-heated 325ºF oven for about 70 minutes.
Turn the oven off, and leave the cheesecake to rest inside for 1 hour.
Remove the cheesecake from the oven and place it in the fridge for at least 6 hours.
Beat the cold mascarpone and powdered sugar with a mixer on medium-low speed until combined.
In another bowl, beat the heavy cream until stiff peaks form.
Add the heavy cream to the mascarpone mixture, add the vanilla. Fold gently to combine.
Spread the mascarpone frosting on top of the chilled cheesecake.
Dust the top with cocoa powder and serves
