Cool brewed espresso fully. Add coffee liqueur if using. Pour into a shallow bowl for dipping.
Beat cold mascarpone, powdered sugar, and vanilla on medium speed until just smooth. Do not overbeat.
Whip cold heavy cream in a separate bowl to stiff peaks. Fold into mascarpone in two additions using a spatula.
Fold slightly warmed Nutella into the mascarpone cream until fully incorporated with no streaks.
Dip each ladyfinger into cooled espresso for 1 to 2 seconds per side only. Arrange a single layer in the dish.
Spread half the Nutella cream over the first ladyfinger layer. Add a second dipped ladyfinger layer on top, then spread remaining cream evenly over the surface.
Cover and refrigerate at least 6 hours or overnight. Before serving, dust generously with cocoa powder through a sifter and drizzle with warmed Nutella if desired.