Add warm Milk (warm) into a large bowl with Sugar, Unsalted Butter (melted), and sprinkle on the Instant Yeast. Give it a little mix and then add in the Egg, Egg Yolk, Salt, and Instant Espresso. Note: if you’re using active dry yeast, you’ll need to activate it in warm milk and sugar first before adding the other ingredients. Then add in the Bread Flour. Knead for about 8–10 minutes and then let rise for an hour or until it’s doubled in size.
Prepare the bottom layer by mixing 1/2 cup softened Unsalted Butter (softened; for bottom of tray), 1/2 cup Brown Sugar, 1/4 cup White Sugar, 2 tbsp Heavy Cream, 1 tsp Vanilla, and 1/4 tsp Salt until well combined; spread this mixture in the bottom of your baking tray (this makes the rolls extra gooey but is optional).
For the coffee filling, cream together 1/4 cup softened Unsalted Butter (softened) and 1/2 cup Brown Sugar until light, then add 1 tbsp Dark Cocoa Powder, 1 tbsp Instant Espresso, 1 tsp Cinnamon, and 1/4 tsp Salt and mix until combined.
Roll out the risen dough into a rectangle, spread the coffee filling evenly over the surface, then roll up tightly and cut into 8 equal pieces. Place the rolls cut-side up on top of the prepared bottom layer in the baking tray, let rise for another hour, then bake at 350°F (175°C) for 25–30 minutes (check around 23 minutes) until golden and cooked through.
Make the mascarpone cream icing by creaming together 3/4 cup Mascarpone and 1/4 cup Heavy Cream until combined, then add 2 tbsp Sugar and 1 tsp Vanilla. If you prefer a thinner consistency, add about 1 tbsp more Heavy Cream.
Spread the mascarpone icing over the mostly cooled cinnamon rolls (make sure they are cooled enough otherwise the icing will melt) and dust with Cocoa Powder (for dusting) before serving.
