Crepes: In blender, combine milk, flour, eggs, melted butter and salt; mix until smooth. Strain and let stand for at least 30 minutes (batter should be consistency of thick cream; thin with a little water if needed).
Heat 10-inch (25 cm) nonstick skillet set over medium heat; brush with some of the oil. Pour 1/3 cup (75 mL) batter into pan, swirling to coat bottom of pan. Cook for 60 to 90 seconds or until crêpe begins to curl around edges; flip and cook for 30 seconds or until set. Repeat with remaining batter, brushing pan with oil as needed. Transfer to parchment paper–lined baking sheet. Let cool completely.
Filling: In heatproof bowl set over saucepan of gently simmering water, whisk together egg yolks, sugar and espresso for about 5 minutes or until hot, thick and consistency of soft pudding. Mixture should form ribbons when whisk is lifted (do not overcook or mixture will curdle). Remove from heat; let cool completely.
Using electric mixer, whip cream until stiff peaks form; beat in icing sugar and cinnamon. In large bowl, whip mascarpone until light and fluffy; fold in egg yolk mixture. Fold in half of the whipped cream, then remaining whipped cream. Cover and refrigerate for 30 to 60 minutes.
Assembly: Stir espresso with coffee liqueur. Place one crêpe on serving plate; spread with 2 tbsp (30 mL) filling. Brush lightly with some of the espresso mixture. Repeat with remaining crêpes to make stack. Refrigerate for at least 2 hours. To serve, dust with cocoa and slice into wedges.