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Stir the cooled coffee with the coffee liqueur in a wide, shallow bowl so dipping is quick and controlled.
Beat mascarpone until glossy and lump-free, like thick, spreadable cream.
Whip heavy cream with sugar and vanilla to stiff peaks. It should hold sharp ridges and stand upright.
Fold whipped cream into mascarpone in a few additions until you see no streaks. The mixture should feel airy but still thick.
Dip each gluten-free speculoos cookie 1 to 2 seconds in the coffee, then lay 6 cookies in a snug layer in a 6×6-inch dish. Cookies should look damp outside but stay firm.
Spread half the cream over the cookies, smoothing gently so you do not drag crumbs up.
Dip and layer the remaining cookies, then spread the remaining cream on top and smooth the surface.
Cover and refrigerate at least 4 hours, preferably overnight, until set and sliceable.
Dust with cocoa powder right before serving so the top stays dry and defined.