Step 1: Mix mascarpone, cream cheese, and confectioners' sugar until smooth, then transfer to a piping bag.
Step 2: Slice a 2-inch-wide slit into the bottom of each bread slice and pipe in the filling.
Step 3: Whisk eggs, milk, cream, granulated sugar, espresso, and vanilla in a large bowl. Dip the stuffed bread into the egg mixture, letting it soak for about 10 seconds on each side.
Step 4: Melt butter in a skillet over medium heat and cook the bread until golden brown, about 3 minutes per side.
Step 5: Dust with cocoa powder, serve with maple syrup, and enjoy your tiramisu-inspired French toast feast!