1. Grease a 8x8 baking dish and set aside.
2. In a small bowl, whisk coffee, dark rum, and 1 tablespoon of sugar. Set aside and let cool.
3. In the bowl of your stand-mixer with the whisk attachment, whip the heavy cream until it thickens slightly and is frothy. Now add the mascarpone and continue mixing until smooth.
4. In a double-boiler, whisk egg yolks with 1/3 cup sugar and vanilla. Beat on medium-high with an electric-mixer until the yolks are pale yellow and the mixture forms a ribbon when drizzled over itself. Remove immediately from the heat.
5. Fold the egg yolks into the freshly whipped cream until well combined, but be sure not to over mix.

Assembly:

1. Working on at a time, dip the ladyfingers into the chilled coffee mixture. (Dunk the ladyfingers for 1-2 seconds, depending on how soft you want them).
2. Lay out the ladyfingers until the bottom of the dish is covered and evenly spread half the cream mixture on top. (You should get two layers, so repeat this process again).
3. Dust liberally with unsweetened cocoa powder. Cover with cling film and chill in the refrigerator for about 6 hours before serving, or overnight.