Line a medium bowl with plastic wrap, leaving overhang for easy removal later.
Beat the cream cheese, vanilla, and sugar until well combined, light and fluffy. A hand mixer or stand mixer are the only tools for this job to achieve the proper consistency.
Spread about 1⁄4 of the cream cheese mixture in the bottom of the lined bowl.
In a small bowl, stir together the coffee and vodka. Dip several of the cookies in this mixture, both sides for about 30 seconds total. Fit these cookies over the cream cheese, covering as much of the cream cheese as possible.
Repeat with more cream cheese and more dipped cookies, until you finish with cookies as a base. Cover with the hanging plastic wrap and refrigerate at least two hours and up to overnight.
When ready to serve, invert onto a serving platter and dust with carob or cocoa. Serve immediately. Leftovers may be stored in an airtight container in the refrigerator for up to 3 days.