Add the mascarpone cheese and Nutella to the bowl of a stand mixer fitted with the whisk attachment (or use a hand held electric mixer) and whip until smooth and combined. Add the heavy cream and whip until stiff peaks form. Stir in the Kahlua, espresso powder, and vanilla until just combined.

Arrange 7-9 cookies in a circle on a cake stand or a plate, placing 2 cookies in the center Carefully spread 1 cup of the Nutella cream mixture evenly over cookies, leaving a 1/4 inch border. Be gentle when spreading as you want to try to keep the cookies together in their circle. Repeat to create 6-7 more layers, ending with a layer of Nutella cream. You may have a few cookies leftover...I'd eat those! :)

Place in the fridge to chill for at least 3 hours, but preferably overnight. Before serving, garnish with chocolate shavings.