In the bowl add the milk to whip together with the powdered sugar. Mix well until you have a homogeneous cream.

In another bowl, mix the Mascarpone cheese to soften it, and then add it also to the mixer bowl to mix it with the cream. 

Continue to mix the ingredients, add a little bit of vanilla and keep mixing.

Prepare the instant coffee in a cup of hot water. Take the cookies and dip them one by one in the coffee mixture.

In a bowl, place the cookies as a base for the dessert, then add a layer of cream, then dip more cookies in the coffee to create a second layer of dessert, followed by another layer of cream. Continue this process until you have filled the container completely or as much as you like.

Decorate with a sprinkle of cocoa powder and refrigerate for one hour.