These biscuits look great but are fiddly to make. A simpler method would be to roll out each dough to 1/2-centimetre thick and cut into shapes with a cookie cutter then sandwich together with a little coffee cream.
200g butter, softened
170g caster sugar
1/2 tsp vanilla extract
300g plain flour, sifted
1 tbsp cocoa
1 tsp instant coffee, powdered
1 egg white
Cream butter and sugar together with an electric mixer until light and fluffy. Beat in egg and vanilla, then stir in flour.
Divide dough into two batches. Stir cocoa and coffee into one batch.
Shape dough into two rectangular logs, about 4 x 4 x 15 centimetres, making sure each log is the same size and shape. Wrap in cling film and chill in the fridge.
Cut each log lengthways into nine rectangular logs, keeping sides as even as possible. Stack alternate flavours together in groups of three, brushing sides with egg white. Stick three stacks together, brushing with egg white, to reform the logs. Wrap in cling film and refrigerate for 30 minutes.
Preheat oven to 170C. Cut logs into 1/2-centimetre slices using a sharp knife. Place on lined baking trays and bake eight to 10 minutes or until starting to colour. Cool on wire rack.