Make 1 ¾ cups of strong espresso, add 3 tablespoons of dark rum in the coffee and let it cool. Have your espresso in a round dish that will fit the lady fingers.
Prepare the egg yolk custard. Mix 6 egg yolks with 1 cups of granulated sugar. Place egg mixture over a pot of boiling water. Whisk constantly until most of the sugar has dissolved. Your egg yolks will turn a lighter yellow color and the mixture will thicken just slightly. This process takes about 8-10 minutes. Make sure that your dish with the egg yolks does not touch the boiling water. Once the custard is done, set it aside to cool.
In a medium mixing bowl using an electric mixer, whisk heavy cream and vanilla extract until stiff peaks form. Set aside
In a large bowl using an electric mixer, beat together the mascarpone cheese and 3 tablespoons of rum until creamy and evenly combined. Then, add the egg yolk mixture to the mascarpone cheese and beat until you get a thick and smooth cream. Scrape down the sides with a spatula as needed, making sure that the mascarpone cheese is fully incorporated.
Fold the whipped cream in the mascarpone cheese filling until it is evenly mixed. Do not over-mix because it will deflate the whipped cream and cause a runny/grainy mixture.
Dip the lady finger cookies in the espresso and rum syrup. Do not drench them in the liquid because Lady Fingers are very fragile and will fall apart within a matter of seconds. Instead, quickly dip each side of the Lady Fingers a quick second per each side. If they are too soaked, you will end up with a soggy dessert. Lay them on a single layer in your dish.
Top the first layer of dipped Lady Fingers with half of the cream.
Lay another even layer of dipped Lady Fingers on top of the mascarpone cream and top with the rest of the cream.
Optional: Whip 1 ¾ cup of whipping cream with 1/3 cup of sugar. Using a large round piping tip, pipe whipped cream on top of the last layer of mascarpone cream.
Dust cocoa powder on top of your final layer of the Tiramisu cake and leave in the refrigerator for at least 6 hours to set.