1. Beat egg yolks and sugar till creamy. Beat cream cheese till it gets smooth and then fold in the cream and egg mixture to mix well.
2. Beat egg whites till stiff and fold into the mixture. Dip the sponge fingers/strips into the liqueur and coffee mixture and layer the bottom of the dish.
3. Put 1 of the cream mixture and layer with the rest of the sponge fingers.
4. Top with the rest of the cream mixture, smoothen to even out and leave to set for 6 hours or overnight.
5. Just before serving, dust the cocoa over it through a fine sieve.