1.Mix the coffee and cointreau in a shallow container, and set aside. Mix the cocoa and cinnamon in a small bowl, and set aside.
2.In the bowl of an electric mixer, on medium speed, beat the mascarpone, whipping cream, vanilla and sugar until soft peaks form, roughly 2 minutes.
3.Dip 6 Speculoos cookies, dipping one cookie at a time into the coffee mixture for 3 seconds. Place each cookie side-by-side into a 9-inch by 5-inch pan. Next, dip 7 ladyfingers, dipping one at a time, into the coffee mixture for 1 second on each side. Layer on top of the cookies.
4.On top of the layer of ladyfingers, spread half of the mascarpone mixture, roughly 1 cup. Using a sieve dust with half the cocoa and cinnamon mixture.
5.Repeat the layers by dipping the remaining 6 Speculoos cookies and the remaining 7 ladyfingers into the coffee mixture. On top of the last layer of ladyfingers, spread the remaining mascarpone mixture.
6.Dust with the remaining cocoa and cinnamon mixture. Cover well with plastic wrap, and refrigerate for at least 5 hours or overnight.