In a large bowl, combine the pumpkin puree, mascarpone cheese, sugar, vanilla extract, cinnamon, and nutmeg. Use a spatula or electric mixer on low speed to blend until smooth and well incorporated. Set aside.
In a separate chilled bowl, whip the heavy cream until it forms soft peaks. Gently fold the whipped cream into the pumpkin mascarpone mixture, being careful not to deflate it.
Make your coffee ahead of time and let it cool completely. Pour the brewed coffee into a shallow dish for easy dipping of ladyfingers.
Dip each ladyfinger quickly into the coffee—don’t soak them, just a quick dip to absorb flavor without becoming soggy. Arrange a layer of dipped ladyfingers on the bottom of your trifle bowl.
Spread about one-third of the pumpkin mascarpone mixture over the ladyfingers. Repeat the layers two more times, ending with the creamy mixture on top.
Using a sifter, dust the top layer generously with cocoa powder. If desired, sprinkle crumbled cooked Turkish or turkey bacon for a savory contrast.
Cover the trifle with plastic wrap and refrigerate for at least 4 hours, preferably overnight, to allow flavors to meld and ladyfingers to soften.