In a mixing bowl, add half of the sweetened condensed milk and half of the mascarpone cheese, ¼ cup of cocoa powder and one tablespoon of ground espresso. Mix on low, while using the whisk attachment, until combined.
Slowly add the whipping cream. Once combined, whip on medium speed until the mixture becomes thick, smooth and fluffy.
Scrape this mixture into a separate bowl and set aside.
Using the same mixing bowl, add the remaining sweetened condensed milk and mascarpone cheese and combine.
Add the remaining heavy whipping cream on low speed, then once combined, whip on medium speed until thick, smooth and fluffy.
In a separate small bowl, add the brewed coffee and 2 Tablespoons of Sugar then stir until the sugar dissolves.
Get out the container you’d like to use for your ice cream (I used a regular bread loaf pan).
Begin adding dollops of each ice cream mixture to the bottom of the pan, alternating each dollop to create a quilt-like pattern.
After the bottom layer is covered and the pan is approximately 1/3 filled, quickly dip several cookie pieces in the coffee mixture and scatter them in the ice cream mixture.
Continue this process with the remaining two layers until all the ice cream mixtures and lady fingers have been added to the pan.
Use a spatula or the back of a spoon to smooth the top of the ice cream. Top with a dusting of cocoa powder.
Cover and freeze until set, at least six hours.