Make the dough. Combine the warm milk with 1 teaspoon sugar and yeast. Stir to combine and let sit for 5 minutes or until the yeast is activated and foamy.
Combine the yeast mixture with the bread flour, sugar, salt, instant coffee, egg, and butter in a large bowl and mix until the dough starts to come together. Add the walnuts and continue to knead the dough until smooth. Place in a bowl, cover, and let proof in a warm area for 1 hour. The dough may not double in size but should still rise.
While the dough is proofing, make the coffee topping. Beat the softened butter with sugar until lightened in color and fluffy, about 2-3 minutes. Add the egg and combine. Combine the milk with the instant coffee, stirring to dissolve the coffee. Add the coffee milk mixture to the creamed butter, mixing until combined.
Add the baking powder and flour and mix just until combined. Wrap the topping in plastic wrap, shaping it into a rectangle. Chill in the fridge for at least one hour or until firm.
Divide the dough into 4 equal portions. Shape each portion into a 6-inch log, slightly flattening the dough to create the shape of the loaf. Place the dough on a baking sheet lined with parchment paper and repeat with the remaining dough. Loosely cover the bread and let rise for 1 hour in a warm area or until doubled in size.
Preheat oven to 350 degrees F.
Remove the coffee topping from the fridge. Divide it into 4 equal portions. Working with one portion at a time, place the topping on a sheet of plastic wrap. Place another sheet of plastic wrap on top and roll out the topping to the same size as the bread, about ¼ inch thick. Remove the top sheet of plastic wrap and carefully flip the topping onto one of the bread. Peel off the second sheet of plastic wrap. Repeat with the remaining topping.
Bake the mocha walnut bread for 30 minutes or until the bottom of the bread is browned and the internal temperature is 190-200 degrees F. Let the bread cool completely.
Make the whipped cream. Whip the heavy cream until soft peaks form. Add the powdered sugar and continue to beat until stiff peaks form.
Slice the bread in half horizontally. Spread the whipped cream on the bottom half and stack the top half on top. Slice the bread and serve.