Place 1 slice of cake in each of 2 large goblets or 1 1/4-cup ramekins. Brush each slice with 1/4 of Kahlúa mixture. Spread half of cheese mixture over each cake slice. Top each with 1 1/2 slices cake, pressing to fit. Brush each with half of remaining Kahlúa mixture. Sift cocoa over desserts. Serve immediately or cover and refrigerate up to 1 day.