In a bowl, combine the mascarpone cheese, heavy cream, and sugar. Mix until smooth and creamy.
Separate the eggs. Beat the egg whites until stiff peaks form. Gently fold the whipped egg whites into the mascarpone mixture, combining thoroughly.
Pour the brewed coffee into a shallow dish and let it cool slightly. Briefly dip each strudel dough sheet into the coffee, being careful not to soak them completely.
Lay a clean kitchen towel on a work surface. One at a time, spread the strudel sheets on the towel, then spread a layer of the mascarpone cream mixture over each sheet. Layer the coffee-soaked strudel sheets on top, followed by another layer of cream.
Carefully roll up the strudels and place them in a buttered baking dish.
Melt the butter and brush it over the top of the strudels to ensure a golden brown color during baking.
Bake in a preheated oven at 350°F (180°C) for 30-40 minutes, or until golden brown and crispy.
Before serving, let the strudels cool slightly. Dust with cocoa powder and slice into portions.
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