For the cake: Preheat oven to 350°F. Spray 2 (8-inch) cake pans with baking spray with flour liberally until coated.
In a large bowl, sift together the flour, baking powder, and salt.
In a medium bowl, beat the egg yolks with ¾ cup of sugar on high speed until the yolks are pale yellow, 1 to 2 minutes. Stir in the milk and vanilla. Pour the egg yolk mixture over the flour mixture and stir, very gently, until combined.
Beat the egg whites on medium-high speed until soft peaks form, about 1 minute. With the mixer on, add the remaining ¼ cup sugar and beat until the egg whites are stiff but not dry, 3 to 4 minutes more.
Gradually fold the egg white mixture into the batter, very gently, until just combined. Divide the batter between the prepared pans and spread to even out the surface.
Bake until golden brown and a toothpick comes out clean, 30 to 35 minutes. Allow the cakes to cool for 10 minutes before turning them out onto a wire rack to cool completely.
For the coffee soak: In a measuring cup, whisk together the hot coffee or espresso, sugar, and marsala wine until the sugar is dissolved.
For the whipped mascarpone cream: In a large bowl, whisk together the pudding mix and milk until well combined and thick.
In the bowl of a stand mixer fitted with the whisk attachment, mix the mascarpone, sugar, and vanilla on medium-low speed until well combined. With the mixer running, slowly add the heavy whipping cream, mixing until well combined. Scrape the bottom and sides of the bowl and beat the mixture on medium-high until stiff peaks form, 3 to 4 minutes. Gradually fold the whipped cream mixture into the pudding mixture until well combined, being careful not to over mix the cream.
Cut both cakes in half horizontally to form 4 layers. On a serving plate, place one layer, cut-side up, and brush with 2 tablespoons of the coffee soak. Evenly spread with 1 cup of the whipped mascarpone cream. Repeat twice. Brush the fourth cake layer with coffee soak and place it on top. Refrigerate the cake until set, 1 hour, or freeze for 20 minutes. Cover and refrigerate the remaining whipped mascarpone cream.
Spread about 1 ½ cups of whipped mascarpone cream on the tops and sides of the cake until covered. Dollop the remaining 1 to 1 ½ cups on top. Allow the cake to chill until set, 1 hour, or freeze for 20 minutes.
Dust the top of the cake with cocoa powder. Slice and serve. Store leftover cake in the refrigerator for up to 3 days.