Preheat the oven to 170°C and grease a 20cm square cake tin.
Line the tin with greaseproof paper making a 4cm central pleat to divide the tin into two sections.
Beat margarine, sugar, eggs, flour, baking powder, and ground almonds in a bowl until smooth and glossy.
Transfer half the mixture to another bowl and stir in vanilla extract and 7.5ml of milk.
Dissolve coffee in 7.5ml of milk and stir into the remaining batter with chopped walnuts.
Spoon vanilla batter into one section and coffee batter into the other, then level the surfaces.
Bake for 35 to 40 minutes until springy to the touch.
Cool for a few minutes in the tin before transferring to a wire rack to cool completely.
Beat icing sugar, softened butter, dissolved coffee, and milk together until smooth for the buttercream.
Trim the cake edges and cut each sponge into two equal long strips.
Assemble the four strips in a checkered pattern using butter icing to stick them together.
Roll out marzipan on a surface dusted with icing sugar into a rectangle large enough to wrap the cake.
Spread remaining icing over the cake sides and wrap tightly with the marzipan, sealing the join with water.
Crimp the marzipan edges, score diagonal lines on top, and decorate with walnut pieces.