In a large bowl, whisk milk and pudding mix for 2 minutes. Let stand until soft-set, 2 minutes. In a small bowl, beat cream until it begins to thicken. Add confectioners' sugar; beat until soft peaks form. Fold into pudding; cover and refrigerate.
Arrange half of the ladyfingers cut side up in an 11x7-in. dish. Dissolve coffee granules in boiling water; drizzle half over the ladyfingers. Spread with half of the pudding mixture. Repeat layers. Sprinkle with cocoa. Refrigerate until serving.