Combine milk and vanilla bean paste in a heavy saucepan. Bring just to boiling over medium heat.
Whisk egg yolks and sugar in a bowl until blended.
Add hot milk mixture to egg yolk mixture gradually, whisking constantly. Return egg yolk mixture to saucepan. Cook on medium-low heat 7 minutes or until the mixture just barely coats the back of a spoon, stirring constantly; do not boil. Remove from heat.
Add cheese gradually and mix well. Chill and then cover for 2 hours or until cooled. Stir in espresso granules. Pour cooled custard into an ice cream freezer. Freeze, using manufacturer's directions, stirring in the liqueur and chocolate after 20 minutes. Put the gelato in the freezer for 4 hours before serving.
Dust each serving of gelato with cocoa powder before serving.