Bring the heavy cream, espresso powder and 1 tablespoon sugar to a boil in a small saucepan over medium heat. Pull away from the heat and set aside.
Place the chocolate in the top of a double boiler at a low simmer. Stir the chocolate until melted. Pull the bowl off the heat and set aside.
Whisk the egg yolks, vanilla extract, salt and remaining 2 tablespoons sugar in a medium bowl until light in color and thickened. Add about 1 cup of the hot cream mixture to the eggs to temper. Add the remaining cream and melted chocolate and stir until fully combined.
Pour the chocolate mixture into 4 small heatproof bowls. Place the bowls in a roasting pan and fill it with hot water until it comes halfway up the sides of the bowls. Cover with foil and bake until the custard is set, 18 to 22 minutes. Carefully remove the bowls from the roasting pan to a small sheet tray and refrigerate until cooled and fully set, 1 to 2 hours. Top with dollops of mascarpone and serve.