In a bowl (large enough to fit the ladyfingers), prepare your brewed coffee. Allow it to cool and set it aside.
In a metal bowl, combine the egg yolks, powdered sugar, and 1 tbsp of rum. Whisk until combined.
Place the metal bowl over a pot of hot water. Continue whisking until the mixture becomes pale and thick, about 5 minutes.
Remove the yolk mixture from the hot water bath and add the mascarpone cheese.
Whisk the mascarpone mixture until it is creamy and smooth.
Add the remaining 1 tbsp of rum to the cooled brewed coffee. Mix until combined.
Quickly dip each ladyfinger on both sides into the coffee mixture and arrange them in an even layer at the bottom of a glass container (I use a 20cm x 15cm glass lunch box).
Spread half of the mascarpone filling over the ladyfingers. Repeat with another layer of dipped ladyfingers and the remaining filling.
Cover the container with an airtight lid or plastic wrap and refrigerate for at least 4 hours, preferably overnight.
We are a participant in the Amazon Services LLC Associates Program, an affiliate advertising program designed to provide a means for us to earn advertising fees by linking to Amazon.ca and affiliated websites.