Start with your mixer on medium-high speed, beat cream cheese, cream, cocoa, espresso powder, and vanilla extract until soft peaks form. Gradually beat in sugar until stiff peaks form.
Line 8 1/2" by 4 1/2" loaf pan with plastic wrap. Then, line the bottom and sides of the pan with cookies.
Add half of cream mixture into pan; spread into even layer.
Top with double layer of cookies, you can also add some Nutella over the cookies.
Repeat with remaining and another double layer of cookies. (You may not need to use all of the cookies)
Cover the pan with plastic.
Remove plastic and invert cake onto a long serving platter.
You can melt some chocolate morsels and drizzle it over the cake and sprinkle some cocoa powder over it.
Serve immediately or refrigerate, covered, up to 2 days before serving.