Whip the mascarpone, sugar, cocoa, coffee and vanilla together. Add the cream and continue to whip until firm peaks form. Taste and adjust the flavors to your liking.
To make a loaf, line a standard loaf pan with foil or plastic wrap. Let the ends drape over the sides.
Spread a thin layer of whipped cream on the bottom and top with a layer of cookies. Repeat the layers. Use broken cookies to fill in any spaces.
Cover and place in the fridge for a couple hours or overnight.
To serve, unwrap the foil and move it out of the way so you can invert the loaf onto a plate. Remove the foil completely. Smooth the sides with a spatula if the wrinkles bother you.
Process 10 or so Maria cookies and a handful of hazelnuts in a food processor to make crumbs. Arrange the crumbs around the plate and on top of the cake. Garnish with whole hazelnuts.
Use a sharp knife to cut the icebox cake into slices.