Beat the first 5 ingredients in a large bowl until soft peaks form (about 5 min).
In a small bowl, beat 1 C. whipping cream, vanilla and 2 tsp powdered sugar until soft peaks form (about 2-3 min).
Place 1 tsp Kahlua in the bottom of each of 6 martini glasses.
Remove top half of ladyfingers from pkg keeping them attached. Separate ladyfingers into sets of two;keep each set attached.
Place one set of two upside down over the Kahlua in each glass.
Make sure ladyfingers do not touch Kahlua, so kahlua is not absorbed (ends of ladyfingers should curve up the sides of glass slightly).
Carefully spoon 1/2 C. mascarpone mixture over ladyfingers in each glass, smoothing around in glass.
Top with a dollop of whipped cream.
Separate the remaining ladyfingers. Fan a set of two and stand up next to edge of each glass, slightly pushing ends into mascarpone mixture.