Whisk together the caster sugar, mascarpone, and whipped cream with an electric mixer until the mixture is thick and smooth; then stir in the coffee-flavored water to incorporate it well.
Quickly dunk the sponge fingers into the coffee and milk blend, then arrange them on a tray.
Place a spoonful of the mascarpone cream at the base of each dessert glass, trim and fit the soaked biscuits inside, add another cream layer on top, and repeat this layering two more times for all six glasses.
Dust the tops evenly with cocoa powder, wipe the rims clean, cover each glass tightly with cling film, and refrigerate for at least six hours, preferably overnight, before serving for the best flavor.
