Warm your milk to around 100-110°F, then stir in the active dry yeast. Let this sit undisturbed for about 10 minutes until it turns foamy on top. This step confirms your yeast is alive and ready to work. If nothing happens after 10 minutes, your yeast may be old, so start over with a fresh batch.
Add flour and sugar to the yeast mixture, then mix with a dough hook until just combined. Pour in the olive oil gradually, in three additions, letting each one absorb before adding more. Add the salt and knead on medium speed for 8-10 minutes until the dough pulls cleanly away from the bowl.
Transfer your dough to a lightly oiled bowl and cover it with plastic wrap or a damp towel. Set it somewhere warm in your kitchen for 60-90 minutes, or until it has doubled in size. I like placing mine near a sunny window or inside a slightly warmed oven.
Turn the dough out onto a floured surface and divide it into 12 equal pieces, roughly 60-70g each. Cup each piece under your palm and roll it in a circular motion until it forms a smooth, tight ball. This tightening step is what gives maritozzi their signature domed shape.
Arrange the shaped balls on lined baking sheets, leaving 2-3 inches of space between each one. Cover them loosely with a clean towel and let them proof again for about an hour, until they look puffy and nearly doubled. Skipping this second rise leaves you with dense, flat buns.
Preheat your oven to 375°F (190°C) while the buns finish proofing. Brush the tops generously with maple syrup for that glossy bakery finish, then bake for 15 minutes until golden brown. Cool completely on a wire rack before you even think about filling them.
In a mixing bowl, combine cold whipping cream, cream cheese or mascarpone, powdered sugar, and vanilla extract. Whisk on medium-high speed until medium peaks form, being careful not to overwhip. Keep the finished cream chilled until you're ready to pipe it into the buns.
Stir instant coffee into boiling water, or use freshly brewed espresso if you have it on hand. Let this mixture cool to room temperature before using it, since warm coffee will melt your cream filling instantly. This soak is what gives the buns their tiramisu character.
Slice each cooled bun about two-thirds of the way through so it opens like a pocket. Brush the inside generously with the cooled coffee soak, then pipe or spoon the whipped cream filling in. Smooth the top with a spatula and dust with cocoa powder right before serving.