Mix the coffee granules with 2 tbsp boiling water in a large jug and stir to combine. Add the coffee liqueur and 75ml cold water. Pour into a shallow dish and set aside.
Make the cream layer by beating the mascarpone, condensed milk and vanilla extract with an electric whisk until thick and smooth.
Break the sponge fingers into two or three pieces and soak in the coffee mixture for a few secs. Put a few bits of the sponge in the bottom of two wine or sundae glasses and top with the cream. Sift over the cocoa and chill for at least 1 hr before serving.