Put cream, mascarpone, wine and icing sugar in a bowl for whipping.
Whip until the consistency of whipped cream. Dip each cookie in hot coffee and lay in one layer on the bottom of the dish.
Put a layer of whipped cream on top, sprinkle with grated chocolate. Make 3 more of these layers.
Cover the dish with cling film and refrigerate for at least 3 hours.
Sprinkle with cocoa powder before serving.