In a bowl, combine espresso with buttermilk and 1 tablespoon sugar. Add in yeast and let sit for 5 minutes. Whisk in eggs and vanilla until smooth.
Add flour, 4 ½ tablespoons of sugar, salt and gently mix. Add in butter, one cube at a time. Then knead the dough for about 10 minutes. Cover and let rise for 2 hours in a warm area. Once risen, roll out on a flour-dusted surface to about a 14x14 square.
In a bowl, combine melted butter and Kahlua and brush over the dough. Using half of the mascarpone, add dollops on the dough. Then top with cinnamon and remaining sugar.
Roll up the dough and use a knife or string to cut 1-inch rounds. Grease an oven-safe pan or skillet and place rounds into the pan. Cover and let rise for another 30 minutes.
Preheat the oven to 350°F. Brush rolls with remaining butter and bake for about 30 to 40 minutes or until golden brown.
As the cinnamon rolls bake, use an electric mixer to whisk together the remaining mascarpone, Kahlua, powdered sugar and cream until smooth and thick.
Top finished cinnamon rolls with frosting and dust lightly with cocoa powder.