Stir together coffee and 4 Tablespoons rum and pour into a shallow dish (you’ll be dipping your ladyfingers in this). Set aside for coffee to cool, you won’t return to this until after you have prepared your filling.

Fill a medium-sized saucepan with 1-2" of water and find a medium-sized heatproof bowl that rests on the saucepan without the bottom touching the water. This will be your double boiler (alternatively, use a double boiler if you have one). Remove the bowl and bring the water to a simmer over medium/low heat. Meanwhile, combine egg yolks, sugar, and salt in the bowl you fitted to your saucepan and whisk to combine. Once water is simmering, return bowl to saucepan.

Whisk constantly until mixture is pale yellow, sugar has dissolved (rub a small bit between your fingers, it should be smooth), and your whisk leaves tracks through the mixture. This can take about 10 minutes, perhaps longer. Frequently scrape the sides and bottom of the bowl as you cook this to prevent the yolks from cooking (or you'll end up with scrambled eggs!).

Remove from heat and whisk in remaining 2 tablespoons of rum and the vanilla extract. Whisk well then set aside to cool (you may place in fridge to speed up the process). This is your zabaglione. Prepare whipped cream/mascarpone layer while this cools.

Pour cold heavy cream into a large bowl and use an electric mixer (or stand mixer) to stir, gradually increasing mixer speed to high and beating until you have soft peaks.

Place mascarpone cheese in a separate large bowl and stir (with spoon, spatula, or electric mixer on low-speed) just until smooth (don’t overmix mascarpone or it can become grainy/curdled).

Gradually add cooled zabaglione to mascarpone and stir until completely combined (again, don't overdo it).

Gently whipped cream into mascarpone mixture until completely combined.

Grip ladyfingers by holding the two end points. Very briefly dip half of the ladyfinger (lengthwise) into the coffee mixture, then turn upside down and very briefly dip the other half. Place into 13×9” (33x23cm) baking dish. Repeat with ladyfingers until you have lined the entire bottom of the dish with dipped ladyfingers. You may need to break some of the cookies so that they fit and the entire bottom is covered.

Top ladyfinger layer with half of the mascarpone mixture and spread this evenly over the cookies.

Sift 1 Tablespoon of cocoa powder evenly over the mascarpone.

Top with another even layer of coffee-dipped ladyfingers and then evenly spread the mascarpone over the top. Cover tightly with plastic wrap and refrigerate 6 hours or preferably overnight.

Before serving, sift another Tablespoon of cocoa powder over the surface. Slice, serve, and enjoy!