Stir hot water and espresso powder together in a small bowl until dissolved; cool to room temperature.
Whisk skim milk and pudding mix together in a bowl until well combined. Whisk in espresso mixture and fold in 1/2 cup whipped topping.
Spoon 2 tablespoons pudding into each shot glass. Top pudding layer with 2 teaspoons cookie crumbs, 2 tablespoons pudding, and 2 more teaspoons cookie crumbs. Garnish each mousse shot with 1 tablespoon whipped topping.