In a shallow bowl combine coffee and 2 tablespoons rum.

Add egg yolks, 2 tablespoons rum, ¼ cup of sugar, and vanilla into a medium heatproof bowl.

Set the bowl on top of a saucepan filled with about 1-inch of water. Bring the water to barely a simmer, making sure that the bottom of the bowl does not touch the water.

Vigorously whisk the egg mixture until it is light and foamy, and about triples in volume, about 5 minutes.

Add mascarpone cheese to the egg mixture and whisk until the mixture is smooth.

In a separate bowl, whisk the heavy cream and ¼ cup sugar on medium speed until medium peaks form.

Gently fold ⅓ of the whipped cream mixture into the mascarpone mixture. Add the remaining whipped cream, and fold until just combined.

Quickly dip enough ladyfingers, about 2 seconds per side, to cover the bottom of an 8-inch square dish. Feel free to arrange the cookies anyways that they best fit in the dish.

Add half of the mascarpone mixture to the dish and evenly spread over the dipped ladyfingers.

Dip the remaining ladyfingers in the coffee, arrange on top of the cheese mixture.

Spread the remaining mascarpone cheese over the ladyfingers in an even layer.

Sprinkle some of the cocoa powder evenly over the tiramisu. Clean the edges of the dish. Cover with foil and refrigerate for at least 8 hours or up to 2 days.

Allow tiramisu to sit at room temperature for 20 minutes before cutting. Sprinkle with more cocoa powder right before serving.