In a bowl, combine the cooled brewed coffee, chia seeds, milk, maple syrup, and vanilla. Stir well.
Let the mixture sit for 10 minutes, then stir again to prevent clumping.
Cover and refrigerate at least 4 hours or overnight until thickened.
Meanwhile, in another bowl, mix the yogurt, mascarpone or cream cheese, sweetener, and a pinch of salt until smooth and creamy.
Once the chia mixture has thickened, layer it in serving glasses or jars with the creamy yogurt mixture.
Start with a layer of chia pudding, then add a layer of the creamy mixture; repeat if desired.
Dust the top with unsweetened cocoa powder.
Add chocolate shavings or espresso powder if using.
Serve chilled.