Line 9 x 5-inch (2 L) loaf pan with parchment paper, leaving a 2-inch (5 cm) overhang at each end.
In a heat-resistant bowl, set over a saucepan of simmering water, melt butter.
Meanwhile, in medium bowl, whisk eggs until blended. Whisk in sugar, cocoa powder, milk, coffee and vanilla until blended. Add to butter and cook, stirring constantly for about 10 minutes, or until thickened. Remove from heat, transfer to large glass bowl and cool slightly, about 15 minutes (before mixture starts to set).
Spread an even layer (about ¼-inch/5 mm) of chocolate mixture on bottom of prepared pan. Top with a layer of biscuits. Continue layering chocolate and biscuits, ending with a layer of chocolate (you should have about 5 layers of biscuits). Cover and refrigerate overnight, until firm.
Using parchment overhang as handles, remove from pan and dust with cocoa powder, if using. Slice using wet serrated knife. Store in refrigerator.
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