Drain the peaches, but make sure to save the juice. Finely puree the fruit with 2 tablespoons of the juice. Coarsely crumble the ladyfingers. Mix the mascarpone with the sugar and the liqueur. Whip the cream until stiff and fold gradually into the mascarpone.
Spread half of the crumbled ladyfingers in 4 dessert glasses, distribute the peach puree over each, add the remaining crumbled cookies over them and top each with the mascarpone. Sprinkle with cocoa powder and serve well-chilled.