Heat oven to 350°F (325°F for dark or nonstick pans). Grease bottoms and sides of 2 (9-inch) round cake pans with shortening or cooking spray. Make and bake cake as directed on box, using water, oil and eggs. Cool 10 minutes. Remove from pans to cooling racks. Cool completely, about 25 minutes.
Meanwhile, in 1-quart saucepan, mix granulated sugar, instant coffee and water. Heat to boiling over medium heat. Boil and stir 1 minute. Remove from heat. Stir in coffee liqueur. Cool completely, about 30 minutes.
Brush flat side of each cake layer with soaking syrup until absorbed. Place cakes in freezer for 5 minutes.
In chilled 1-quart bowl, beat whipping cream with electric mixer on high speed until stiff peaks form. (Do not overbeat.) In another small bowl, beat mascarpone cheese, powdered sugar and vanilla with electric mixer on low speed until blended. Fold whipped cream into mascarpone mixture until smooth and creamy.
Place 1 cake layer rounded side down on serving plate. Top with half of mascarpone mixture. Place second layer rounded side down on top. Top with remaining mascarpone mixture. Cut cake into wedges; place on individual dessert plates. Place cocoa in fine strainer; sprinkle plates and cake with cocoa. Store cake in refrigerator.