Brew a strong pot of coffee using a Moka pot or coffee maker. Once brewed, pour the coffee into a small bowl and let it cool to room temperature. Stir in your coffee liqueur and rum. Set the mixture aside.

In a large bowl, add the mascarpone cheese and set aside.

Set up a double boiler over low heat. In the top bowl, whisk together the egg yolks and sugar vigorously until the sugar dissolves and the mixture becomes pale and slightly fluffy, about 6 to 8 minutes.

Remove from heat and pour the custard into the bowl with the mascarpone. Whisk until fully smooth and combined, then place the bowl in the fridge to chill.

In a stand mixer or a large mixing bowl with a hand mixer, pour in the cold heavy cream and vanilla extract. Beat on high speed until stiff peaks form.

Remove the mascarpone mixture from the fridge and gently fold in the whipped cream using a spatula. Be careful not to deflate the mixture, fold slowly to keep it light and airy. You can transfer the cream mixture to a piping bag for cleaner layers, or simply spoon it on.

To assemble the tiramisu, briefly dip each ladyfinger into the coffee liqueur mixture; just one second per side. Line the bottom of a large baking dish or lasagna pan with a single layer of dipped ladyfingers.

Spread a layer of the cream mixture evenly over the ladyfingers. Repeat with a second layer of dipped ladyfingers, followed by the remaining cream.

Smooth the top layer of cream, then use a fine mesh sieve to dust the entire surface with cocoa powder. Cover and refrigerate for at least 4 hours, or overnight for best results.