The Test Kitchen recommends triple sifting the flour/s when making a sponge as this is one of the ways to ensure the cake rises well and has that lovely light and airy texture when eaten. The sifting process helps ensure all the flours are well combined and evenly distributed throughout the mixture.
The flour should be triple sifted and, using a large wire whisk, gently folded in batches into the mixture, in a circular motion to prevent the air bubbles deflating and the sponge becoming flat and tough.