Dissolve the instant coffee granules in 100 ml boiling water.
Stir in 15 ml of the Marsala wine and leave to cool in a shallow dish.
Place the egg yolk and caster sugar in a bowl and whisk until pale and thick.
In a separate bowl, combine the mascarpone with the remaining 10 ml Marsala wine.
Fold the mascarpone mixture into the egg yolk mixture.
In a clean bowl, whisk the egg white to soft peaks.
Gently fold the egg white through the mascarpone mixture until fully incorporated.
Transfer the mixture to a piping bag if desired.
Quickly dip the sponge fingers into the cooled coffee mixture, coating both sides.
Divide the soaked sponge fingers between 2 serving glasses, creating the first layer.
Pipe or spoon over half of the mascarpone mixture.
Repeat with a second layer of sponge fingers and mascarpone mixture.
Dust generously with cocoa powder.
Chill in the fridge for at least 1 hour before serving.