In a saucepan, melt cream cheese and all purpose cream over low heat, stirring continuously.
Add powdered sugar, mix well and cook until mixture becomes smooth. Remove from heat then stir in vanilla. Set aside.
Melt gelatin mixture over low heat until smooth and completely dissolved.
Immediately add to cream mixture and mix well. Pour 1/3 cup of cream mixture into 6 custard cups. Chill and set aside for 15 minutes.
Meanwhile, dissolve coffee powder into milk. Add to leftover cream mixture and mix well. Pour on top of cream layer to form a coffee layer.
Chill for another 20 minutes. Serve with caramel sauce.
Combine sugar and water in a saucepan. Cook over moderate heat until mixture turns into a deep brown color.