In a large bowl, combine mascarpone cheese, cream, sugar, vanilla, and coffee. Whip until stiff.
Split sponge cake in half, creating a top and bottom layer; if you decide to use lady fingers, wet them with water, sugar and coffee and dispose them in a layer.
Spread cream mixture on bottom layer, and replace top half of cake. Refrigerate for 1 hour. Just before serving, dust top of cake with cocoa powder.