Mix the coffee with 2 tablespoons of the sugar and the liqueur or brandy in a medium bowl. Toss the sponge fingers in the mixture and turn into a serving dish, spooning over any excess liquid.
Beat together the custard, mascarpone and vanilla extract and spoon a third of the mixture over the biscuits. Sprinkle with the remaining sugar, then spoon over half the remaining custard. Scatter with half the chopped chocolate, then spread with the remaining custard and sprinkle with the remaining chopped chocolate.
Chill for about 1 hour until set. Serve dusted with cocoa powder.