Two types of espresso are called for in this riff on tiramisu: the powder is used in the rich pudding, and freshly brewed coffee is combined with brandy to flavor the amaretto cookies lining the bottom of the dessert.
Combine sugar, cornstarch, and salt in a medium saucepan. Whisk in milk and espresso powder; cook over medium-high, stirring constantly, until bubbling and thick, about 2 minutes after it comes to a boil.
In a bowl, whisk yolks until combined. Pour in milk mixture in a slow, steady stream, whisking until completely incorporated. Return mixture to saucepan and cook over medium, stirring constantly, until it returns to a boil, 1 to 2 minutes. Remove mixture from heat and stir in vanilla. Whisk in mascarpone until smooth. Let cool slightly.
Combine espresso and brandy in a shallow bowl. Quickly dip cookies in espresso-brandy mixture. (Cookies should absorb some of liquid but not become mushy.) Place cookies in a snug layer in the bottom of small glasses or Mason jars, 3 or 4 per glass.
Whisk pudding until smooth and divide among glasses, topping cookies. Refrigerate until firm, at least 2 hours and up to overnight.
Dust tops with cocoa and dollop with mascarpone. Sprinkle with chocolate curls; serve.
To make small chocolate curls for toppings, gently shave the side of a chocolate bar with a vegetable peeler.