Combine condensed milk with coffee and mix until uniform in color. Set aside.
Whip chilled cream until double in volume and fold in coffee mixture.
In a mug or 2.5 inch wide jar, place an oat cookie at the bottom and top with half an inch of mousse. Top with another cookie and top with another half inch of mousse. Chill overnight or at least 1 hour and top with cocoa powder before serving.