HEAT oven to 350°F. Spray a 15x10-inch baking pan with no-stick baking spray. Blend cake mix, water, oil and eggs in medium bowl at low speed of electric mixer until moistened. Beat 2 minutes at low speed. Pour batter into prepared baking pan.
BAKE 23 to 25 minutes or until a toothpick inserted in center comes out clean. Cool 15 minutes; remove from pan. Cool completely on wire rack.
COMBINE mascarpone cheese, cream, sugar, vanilla and 1/4 cup coffee in large bowl at low speed of electric mixer until blended. Beat at high speed until thickened, about 4 to 5 minutes.
TRIM away outer edges of cake with serrated knife; cut into three 10 x 4-inch slices. Split each slice in half horizontally, making six 10 x 4-inch slices. Lay pieces out flat, cut side up; brush with coffee. Brush again with remaining coffee.
PLACE one slice cake on a serving platter. Spread top with 1 cup filling; dust with cocoa powder. Repeat with second layer. Add third layer cake. Frost top and sides with 2 cups filling; dust with cocoa powder just before serving. Repeat process making a second loaf. Garnish with chocolate curls, if desired. Cover and refrigerate several hours before serving.
*To make strong brewed coffee: Measure 1/3 cup Millstone Bed & Breakfast Blend Coffee and 1 1/2 cups cold water into a drip coffeemaker.
High Altitude (above 3500 ft.):
See cake mix package for directions.