Beat the mascarpone, confectionery cream and powdered sugar with a mixer until they form a single cream. Leave the mixture for a few min. in the fridge.
If the chocolate spread is difficult to spread, melt it further in a water bath. Put plastic wrap in another oven dish to cover it completely and spill out of it a little.
Then smear the covered bottom and sides of the oven dish with Nutella. Dip the biscuits in milk and arrange a layer of them, along with 1/3 of the cream.
Repeat this order, finishing off with a layer of biscuits.
Put the cake in the fridge until it hardens. Sprinkle with cocoa before serving.