Prepare Coffee Soak:
Stir together espresso and ½ cup dark rum in a medium bowl. Set aside.

Mascarpone Mixture:
In another bowl, mix mascarpone with the remaining ¼ cup of dark rum until smooth. Set aside.

Cook Egg Yolks:
In a double boiler (or bowl over simmering water), whisk egg yolks and sugar constantly for 5–8 minutes until thickened and light yellow. Remove from heat.

Combine Custard with Mascarpone:
Whisk the cooked yolk mixture into the mascarpone mixture. Chill in the fridge for 15 minutes.

Whip Cream:
In a separate bowl, whip heavy cream and vanilla until stiff peaks form (3–5 minutes).

Fold Cream into Mascarpone:
Gently fold whipped cream into the mascarpone mixture until fully combined.

Layer Dessert:
Dip each ladyfinger briefly (1–2 seconds) in coffee mixture. Lay them in a single layer in a 9×13 dish.

Add Cream Layer:
Spread half the mascarpone mixture over the ladyfingers evenly.

Repeat:
Add another layer of soaked ladyfingers, then spread the remaining mascarpone on top.

Dust and Chill:Dust with cocoa powder and chill overnight to set.