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Preheat the oven to 175°C (350°F) and line a loaf pan with parchment paper.
In a large bowl, whisk together melted butter, mashed bananas, granulated sugar, brown sugar, salt, vanilla, Greek yogurt, and eggs until combined.
Sift in flour and baking soda. Stir until just mixed.
Pour into the pan and bake until a toothpick inserted into the center comes out clean. Cool completely.
In a large bowl or stand mixer, combine room-temperature mascarpone, powdered sugar, vanilla, and salt.
Add the cold heavy cream and whip on medium-high speed until stiff peaks form. Stop mixing as soon as it holds its shape.
Cut cooled banana bread into even ½-inch slices.
Dip both sides of each banana bread slice quickly in room-temperature espresso (or brush generously with a pastry brush). Arrange an even layer along the bottom of a 10.5 x 7.5 baking dish.
Spread half of the mascarpone cream over the bread layer using an offset spatula.
Top with a second layer of espresso-dipped banana bread, then spread the remaining mascarpone cream on top.
Cover and refrigerate for at least 4 to 6 hours (preferably overnight). Right before serving, dust heavily with cocoa powder using a fine-mesh sifter.