Preheat oven to 350°F. Line an 8x8 inch baking pan with parchment paper. Whisk together the almond flour, coconut flour, powdered erythritol, and baking powder. Add the eggs, melted butter, and vanilla extract, then stir until smooth. Spread the batter evenly in the pan and bake for 14 to 16 minutes until golden and springy. Let cool completely.
Stir the powdered erythritol into the cooled espresso until dissolved. Set aside.
In a large bowl, beat the mascarpone cheese until smooth. In a separate chilled bowl, whip the heavy cream with the powdered erythritol and vanilla extract until stiff peaks form. Gently fold the whipped cream into the mascarpone in two additions until light and fluffy.
Cut the cooled cake into small cubes. Divide half of the cake cubes among 6 glasses or cups. Drizzle each with a generous spoonful of the espresso soak. Spoon half of the mascarpone cream on top and spread evenly.
Repeat with another layer of cake cubes, more espresso soak, and the remaining cream. Cover each cup and refrigerate for at least 4 hours, or overnight for the best flavor.
Just before serving, dust the tops generously with unsweetened cocoa powder through a fine mesh strainer.