Preheat the oven to 325°F (165°C).
Add the graham crackers and cocoa powder to a food processor and pulse into fine crumbs. Add the melted butter and pulse until evenly moistened.
Firmly press the mixture into the bottom of a small springform pan. Bake for 10 minutes, then cool completely.
To make the filling, beat the softened cream cheese, mascarpone, and confectioners’ sugar until smooth and creamy.
Add the heavy cream and vanilla. Beat until the mixture becomes thick and holds its shape. Be careful not to overbeat.
Spoon the filling over the cooled crust and smooth the top. Refrigerate for at least 4 hours, preferably overnight.