Make the Mug Sponge Cake: Put all of the dry ingredients for the sponge cake in a 16 oz microwave safe mug and mix with a fork.
Add the melted butter, egg, and vanilla and use the fork to combine. Smooth the top and microwave for 1 minute 25 seconds, or until the cake is set and center is no longer jiggly.
Carefully remove the mug from the microwave, then run a knife around the edge and flip the cake over onto a cutting board. Cube the cake into 1-inch pieces and divide it into 4 equal portions.
Make the mascarpone filling: Whisk together all of the filling ingredients in a bowl until smooth and set aside.
Make the Coffee Soak: Combine coffee and brandy in a separate bowl.
Assemble the Parfaits: Have on hand two glasses (stemless wine glasses, parfait glasses or mason jars). In each glass, take one portion of the spongecake and quickly soak each piece in the coffee mixture and then layer in one of the glasses. Then, layer about 2 tbsp of the mascarpone filling on top of the soaked sponge cake. Sift ½ tsp of cocoa powder on top of the filling. Repeat once more to create a second layer of the soaked sponge cake, filling, and cocoa powder.
Place parfaits in the fridge and let sit for at least one hour, up to 24 hours, before serving cold or at room temperature.