2Combine water and sugar in a small saucepan. Bring to a simmer, stirring occasionally to dissolve sugar. Remove from heat, cool and add coffee and Brandy.
3For the Filling:
4Whip the cream with the sugar and vanilla until soft peaks form. Fold cream into softened Mascarpone.
5To assemble:
6Place a layer of the lady fingers or sponge cake slices in the bottom of a shallow 2 quart baking dish or gratin dish. Sprinkle with half of the syrup. Spread with half the filling. Repeat with remaining lady fingers, syrup and filling, spreading the top smoothly, using a spatula.
7Cover with plastic wrap and refrigerate for up to 24 hours before serving. Immediately before serving, place cocoa in a fine sieve and shake a light coating on top surface.