Preheat oven to 350 degrees F (175 degrees C). Generously grease a 9x5-inch loaf pan.

Beat cake mix, water, and eggs in a bowl on low speed for 30 seconds, then on medium speed for 3 minutes. Pour batter into the prepared pan.

Bake in the preheated oven until a toothpick inserted into the center comes out clean, about 50 minutes. Cool in the pan for 10 minutes before removing to cool completely on a wire rack.

Stir together espresso, coffee liqueur, and brown sugar in a small bowl. Stir together mascarpone, confectioners' sugar, and vanilla in a separate bowl until smooth; stir in espresso mixture.

Crumble pound cake into crumbs in a large bowl. Stir mascarpone mixture into cake crumbs until no crumbs remain; you may need to use your hands.

Scoop small balls of the mixture with a melon baller or spoon. Roll into balls; place on a baking sheet. Chill in the refrigerator for at least 2 hours before serving.