Heat your oven to 350°F and line your baking trays with parchment paper.

Whisk the flour, cocoa powder, baking soda and powder in a bowl.

Combine the milk and espresso powder along with the vanilla in a cup and stir until dissolved.

In your stand mixer, beat the butter and granulated sugar in a large bowl with the speed at medium/high. Once it is creamy, add the egg. Beat for one minute more. Add the dry ingredients in one batch, followed by the wet ingredients. Repeat this until fully incorporated.

Use a cookie scooper to evenly distribute the dough onto your cookie pans. Make sure that they are at least two inches apart. Dampen your fingers to help shape them (or don't if you prefer a more rustic cookie). Bake for 15 minutes. Check the cookies and make sure they spring bake when touched (that is the marker they are done). Let them remain on the tray for 5 minutes to cool, then transfer to a wire rack.

While your cookies are cooling, make your icing. Beat the mascarpone cheese along with the icing, confectioners sugar. You should add a bit of vanilla here, a teaspoon should do it. If you would like more, you can go up to a tbsp.

Fill the icing in a piping bag. Once the cookies are completely cool, you can pip the filling onto one of the cookies and then top with the other cookie. Should you wish, you can top the cookies with powdered sugar. Eat up!