Instant espresso powder, though it doesn't make the greatest cup of joe, is a delicious addition to baked goods and sweets of all kinds. Espresso is a natural partner with rich flavors like chocolate, nuts, and caramel, and boosts flavor in cookies, pies, tarts, cakes, dessert sauces, and more.
Espresso powder is made by grinding the beans, brewing the espresso, and then taking the already-brewed grounds and drying them. These dried ground are then crushed further into a very fine powder. You can make your own instant espresso powder by drying and grinding the grounds yourself, or you can buy one of many commercial brands.
You can substitute regular instant coffee, preferably a dark roast. When cooking or baking, instant coffee will yield the same results, but it may lack the rich, roasted flavor of espresso.
In a real pinch, you can substitute very finely ground coffee or espresso, but use less since these grounds haven't been brewed.