In a mixer beat the mascarpone and icing sugar until light and fluffy, then gradually pour in the custard.
Dissolve the instant coffee in 250ml of hot water. Blend in 50ml of the coffee into the mascarpone mixture. Pour the remaining coffee into a shallow dish and add the liqueur. Dip enough of the sponge fingers one at a time into the coffee liqueur to cover the base of a 20cm square baking dish. Spread half of mascarpone mixture over the sponge fingers and smooth off the surface. Dip more sponge fingers into the coffee liqueur and repeat the layers.