In a large mixing bowl, add the chilled heavy whipping cream and beat on medium speed until soft peaks form (about 3-5 minutes). Add mascarpone, powdered sugar, and vanilla extract and combine to create the filling.

Continue to beat the mixture until stiff peaks form (another 2-3 minutes). Scrape down the bowl sides for a smooth, creamy mixture.

Line a 9x13 inch baking dish with a single layer of ladyfingers without overlapping.

Brush half of the orange juice over the ladyfingers to saturate them, creating a shiny appearance.

Spread half of the mascarpone mixture over the soaked ladyfingers and layer with sliced bananas.

Repeat the layers with the remaining ladyfingers and orange juice, followed by the rest of the mascarpone and another layer of bananas.

Spread the Cool Whip evenly over the final banana layer, ensuring full coverage.

Cover with plastic wrap and refrigerate for at least 4 hours or overnight.