Add warm milk into a large bowl with sugar, melted butter, and sprinkle on the yeast. Give it a little mix and then add in the eggs, salt, and instant espresso.
If using active dry yeast, activate it in warm milk and sugar first before adding the other ingredients. Then add in flour. Knead for about 8-10 minutes and then let rise for an hour or until its doubled in size.
Mix the softened butter, brown sugar, white sugar, heavy cream, vanilla, and salt for the bottom layer. Add this to the bottom of the baking tray before adding the rolls.
Cream together the butter and sugar for the coffee filling. Then add in the cocoa powder, instant espresso, cinnamon, and salt. Roll out the dough and spread this mixture on evenly. Roll up and cut into 8 equal pieces. Let rise for another hour and then bake at 350F for 25-30 minutes.
Cream together the mascarpone and heavy cream for the icing. Add in the sugar and vanilla. Spread on top of the mostly cooled cinnamon rolls. Dust with cocoa powder.
