Place mascarpone, vanilla ice cream and milk in blender container. Blend until smooth and creamy. Pour mixture into bowl or pitcher; set aside.
Place chocolate ice cream and espresso in blender container. Blend until smooth.
Divide chocolate mixture evenly among 4 glasses. Top chocolate mixture with mascarpone mixture.
In small bowl, combine cocoa powder and powdered sugar. Sift mixture evenly over each glass and garnish with a biscotti. Serve immediately.