All ingredients, except for mascarpone, must be cold.
1) Prepare the espresso. In the meanwhile, open the ladyfinger package. Refrigerate the espresso. 2) Beat the egg yolks and sugar with electric beaters until pale. 3) Add mascarpone and mix well but gently. 4) Beat egg whites in a bowl with electric beaters until it's firm enough it can hold a fork (mamma's rule). 5) Using a wooden spoon, gently fold egg whites into the mascarpone mixture (incredibly gently). 6) Dip enough ladyfingers (one by one, and briefly) into the espresso (you can add rum, but I usually don't) to cover the base of a pan*. Cover the ladyfingers with 1/3 of the mascarponey mixture. Repeat layers 2 times, ending with the mixture. 7) Dust with cocoa.
Put in the fridge. Eat it cold. It's better the day after, but the cocoa powder should be added short before serving.