Make 4 Parmesan Folios Cheese Wraps cups following the package directions using the base of a skinny tall glass. Put the Parmesan Folios cups aside.
Using 2 mixing bowls, place heavy cream in 1 bowl and beat until it holds stiff peaks. In the other bowl, add the mascarpone, cooled sweetened espresso, and confectionary sugar. Blend until completely mixed. Gently but thoroughly fold the mascarpone mixture into the whipped cream.
Take one Parmesan Folios cup and dust the outside with cocoa powder. Fill inside with Tiramisu cream and crumble one cookie finely on top. Sprinkle cup with more cocoa powder. Repeat for the other three Folios™ cups. Place 2 cookies alongside each cup on a dessert plate and serve.