Tiramisu Sandwich Cookies

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For the cookies:

1 1/2 cups all-purpose flour

1/4 cup unsweetened cocoa powder

1/2 teaspoon baking powder

1/4 teaspoon baking soda

1/4 teaspoon salt

1/3 cup milk

1 tablespoon instant espresso powder

1/2 teaspoon pure vanilla extract

6 tablespoons unsalted butter, at room temperature

3/4 cup granulated sugar

1 large egg

For the filling:

6 ounces mascarpone cheese, at room temperature

4 ounces cream cheese, at room temperature

1/3 cup confectioners' sugar, sifted, plus more for dusting

1/2 teaspoon pure vanilla extract

1 tablespoon coffee liqueur, such as Kahlua

1 teaspoon instant espresso powder