In 9-inch pie plate, stir coffee, brandy, and 2 tablespoons sugar until sugar has dissolved; cool to room temperature. Dip both sides of 9 ladyfingers into coffee mixture, one at a time, to soak completely; arrange in single layer in 8-inch square baking dish.
In large bowl, stir milk and remaining 1⁄2 cup sugar until sugar has dissolved. Stir in mascarpone until blended.
In small bowl, with mixer at high speed, beat cream until soft peaks form. With rubber spatula, gently fold whipped cream into mascarpone mixture until blended. Spread half of mixture over ladyfingers in baking dish.
Dip remaining 9 ladyfingers into coffee mixture and arrange on top of mascarpone mixture. Spread with remaining mascarpone mixture. Refrigerate 3 hours or up to overnight.
Meanwhile, prepare Chocolate Curls.
Just before serving, dust with cocoa. Cut into squares and spoon into goblets or dessert dishes. Garnish with chocolate curls.