Prep the Cream: In a large bowl, whip the vegan heavy cream until stiff peaks form. In a separate bowl, beat the cream cheese, powdered sugar, and vanilla until smooth. Gently fold the whipped cream into the cream cheese mixture to keep it airy.
The Dip: Quickly dip each sponge “finger” into the coffee mixture. Don't let them soak too long or they'll turn into mush.
Layer One: Line the bottom of a glass dish with a layer of dipped sponge. Spread half of your cream mixture evenly over the top.
Layer Two: Repeat with another layer of coffee-dipped sponge and the remaining cream.
The Chill: Smooth the top and refrigerate for at least 6 hours (overnight is even better) to let the flavors marry and the structure set.
The Finish: Just before serving, dust generously with high-quality unsweetened cocoa powder.