Preheat oven to 350°F. Lightly coat an 8?8x2-inch square baking pan with cooking spray. In a medium bowl combine brownie mix, applesauce, egg and oil, stirring with a wooden spoon until well mixed.
Spread batter evenly into the prepared baking pan. Bake about 35 minutes or until a toothpick inserted near the center comes out clean. Cool completely in pan on a wire rack.
Cut half of the pan of brownies into 1-inch-square pieces. (Store the remaining half for another use.) Transfer the brownie pieces to a large bowl. Pour the coffee over brownie pieces; toss to coat lightly. Let stand for 10 minutes to allow brownies to soak up the coffee.
Meanwhile, in a medium bowl combine cream cheese, milk, dessert topping mix and vanilla. Beat with an electric mixer on high speed until stiff peaks form (tips stand straight). Cover and chill until ready to assemble parfaits.
To serve, layer a few coffee-soaked brownie pieces in the bottom of each of six 4- to 6-ounce glasses. Top each with a dollop of the whipped topping mixture. Layer with the remaining brownie pieces; top each with another dollop of the whipped topping. Lightly sift cocoa powder over parfaits. If desired, garnish with shaved chocolate.