Finely chop chocolate in processor. Set aside. Mix sugar and egg yolks in processor 30 seconds. Add vanilla and process until pale yellow, about 1 minute. Add cheese in batches and blend until smooth. Transfer to medium bowl. Cover and chill 1 hour.
Beat whipping cream until stiff. Fold into cream cheese mixture. Cover and refrigerate until well chilled, about 1 hour. (Can be prepared 2 days ahead.)
Pour espresso into large shallow dish. Dip cake strips in espresso, turning to coat all sides lightly. Arrange strips on bottom of 10-cup shallow dish, smoothing with fingers to mold together. Sprinkle with half of chocolate. top with chilled cheese mixture. Sprinkle remaining chocolate over. Cover and refrigerate at least 2 hours. (Can be prepared 1 day ahead.)