Brew the coffee and let it cool: Make strong espresso or concentrated coffee. Stir in the rum or liqueur if using. Pour into a shallow dish and let it come fully to room temperature so it doesn’t soften the ladyfingers too fast.
Prep the mascarpone base: In a mixing bowl, whisk the mascarpone until smooth and creamy.
Don’t overwork it; just loosen it up so it blends well with the cream.
If using egg yolks (classic method): Place yolks and half the sugar (1/4 cup) in a heatproof bowl. Set over a pot with barely simmering water, whisk constantly for 5–7 minutes until thicker, pale, and warm to the touch. Remove from heat, add a pinch of salt and vanilla, then cool slightly.
Fold into the mascarpone until smooth.
If skipping yolks (no-egg method): Simply add the vanilla, remaining sugar, and a pinch of salt to the mascarpone and whisk until smooth.
Whip the cream: In a cold bowl, whip the heavy cream with the remaining sugar (if you used yolks earlier, use the other 1/4 cup now; if not, add the full 1/2 cup divided to taste) until it reaches medium-stiff peaks. It should hold shape but still look glossy.
Combine cream and mascarpone: Gently fold the whipped cream into the mascarpone mixture in two or three additions. Use light strokes to keep the mixture airy and smooth.
Dip the ladyfingers: Quickly dip each ladyfinger into the coffee mixture for about 1 second per side.
They should be moist but not soggy. Arrange them snugly in a single layer in your dish.
Add the first cream layer: Spread half of the mascarpone cream over the ladyfingers. Smooth the top with a spatula.
Repeat the layers: Add a second layer of dipped ladyfingers, then top with the remaining cream.
Smooth the surface evenly.
Chill: Cover and refrigerate for at least 4 hours, preferably 8–24 hours. The longer rest helps the flavors blend and the layers set.
Finish and serve: Just before serving, dust generously with unsweetened cocoa powder. Add chocolate shavings if you like.
Slice with a clean, sharp knife, wiping between cuts for neat squares.