Line sides of a 9-inch springform pan with ladyfingers. Set aside. In small saucepan, combine milk and gelatin. Let stand 2 minutes, then stir over medium heat until gelatin dissolves. (Don't boil.) Set aside. Melt chocolate chips; stir in marshmallow creme and gelatin mixture until smooth. With an electric mixer, beat together cream cheese and sugar. Mix in cocoa powder. Add gelatin mixture a spoonful at a time, beating well after each addition. Add vanilla. Fold in whipped topping.
Add one-third of this mousse to springform pan. Sprinkle with half of the cookie crumbs. Drizzle 3 teaspoons of coffee liqueur on top. Repeat layers: mousse, crumbs and liqueur. Top with more mousse and pecans. Cover with plastic wrap; chill for four hours.