In a large bowl, whisk together the flour, granulated sugar, baking powder, and salt until evenly combined. In a separate bowl, whisk the milk, egg, melted butter, and vanilla extract until smooth.
Pour the wet ingredients into the dry ingredients and stir gently with a wooden spoon just until combined. Let the batter rest for 5 minutes while you prepare the coffee mixture and cream.
Combine the cooled espresso and coffee liqueur in a small bowl and set aside. In a medium bowl, beat the mascarpone, heavy cream, and powdered sugar with an electric mixer on medium-high speed until soft peaks form, about 2-3 minutes. Refrigerate until needed.
Heat a non-stick griddle or large skillet over medium heat and lightly grease with butter. Pour 1/4 cup batter for each pancake and cook until bubbles form on the surface and edges look set, about 2-3 minutes.
Flip and cook the second side until golden brown, about 1-2 minutes more. Transfer cooked pancakes to a plate and immediately brush the top of each with the espresso mixture using a pastry brush.
To assemble, place one coffee-brushed pancake on a plate, spread with a generous layer of mascarpone cream, and repeat to create stacks of 3-4 pancakes. Dust the top heavily with cocoa powder using a fine-mesh sieve and serve immediately.