Prepare a 9-inch springform pan with parchment paper.
Start by making the crust: pulse oreos in a food processor until fine crumbs form. If you don’t have a food processor on hand, place the Oreos in a Ziplock bag and smash the oreos with a cup until fine crumbs form.
Into a small to medium mixing bowl, add the Oreos, espresso powder, and melted butter. Mix with a spoon until the crumbs are coated with butter.
Transfer the crumbs into a prepared 9-inch cake pan, pressing evenly and firmly into the pan.
Transfer the pan to the freezer and let the crust firm up while you make the filling.
Into a large mixing bowl, add the softened cream cheese, sour cream, cold heavy cream, powdered sugar, vanilla extract, instant vanilla pudding, mascarpone cheese, and whip it with an electric hand mixer until well combined and creamy.
Remove the pan from the freezer and top the crust with ⅓ of the cheesecake filling.
Then, dip ladyfingers in the coffee (mixed with coffee liqueur if desired) and top the filling with an even layer of the soaked ladyfingers. (Dip them for less than one second so they won't be too soaked.
Top the dipped ladyfingers with a thin layer of the cheesecake filling and spread it into an even layer with a spatula.
Transfer the rest of the cheesecake filling into a piping bag with a star tip and make dollops of the cream all over the cheesecake.
Cover with plastic wrap and place in the fridge for at least 4 hours to allow the ladyfingers to soften and the cheesecake to set.
Remove the cheesecake from the fridge and carefully remove it from the pan.
Generously top the tiramisu cheesecake with plenty of cocoa powder and serve!
