Whip heavy cream. Reserve a small amount for topping.
In a separate bowl, combine pumpkin, 1/2 of the whipped cream, 1/2 cup powdered sugar, pumpkin pie spice, cinnamon, and salt. Beat at medium speed with a hand mixer until well combined. Set aside.
In a separate bowl, combine mascarpone cheese, 1/2 of the whipped cream, and vanilla. Beat at medium speed until smooth.
Crumble Biscoff cookies to make about 1 cup of crumbs.
In small glasses, layer mascarpone cheese mixture, then a layer of cookie crumbles, then a layer of the pumpkin mixture. Top with a small dollop of the reserved unsweetened whipped cream and sprinkle with freshly grated nutmeg and powdered sugar.. Garnish with a cookie. Makes 4-6 servings depending on the size of the glasses.