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You will need 3 bowls, an electric hand mixer, and a whisk.
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I recommend making this the day before serving.
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In the first bowl, add the egg yolks and sugar and mix with an electric hand mixer until the batter turns white.
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In the second bowl, add the egg whites and whip with an electric hand mixer until stiff peaks form.
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In the third bowl, add the heavy cream and whip with an electric hand mixer until stiff peaks form.
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(Be careful not to over-whisk the cream, otherwise it will dry out.)
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From this point on, set aside the electric hand mixer, change to a whisk and mix gently and carefully.
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To the first bowl, add the mascarpone cheese and mix until the mixture is smooth.
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Once the mixture is smooth, add the egg whites and mix.
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Add the whipped cream and gently mix until the batter is evenly mixed.
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Add the rum and mix some more.
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(If serving to children, you can omit the rum.)
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The cream is ready.
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Dissolve the sugar in the espresso and add the milk.
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Pour into a container with a flat bottom.
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(The container should be large enough so that a ladyfinger fits.)
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Espresso machines are handy to have at home but if you don't have one, you can grab a freshly brewed cup at Starbucks or other coffee shops.
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(It's fine even if it's cold.)
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Take one ladyfinger at a time between your fingers, soak in the espresso for a second, lift out immediately, and align the biscuits in a glass container.
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Since ladyfingers are very light, they will melt and fall apart if you soak them for too long.
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Try to soak them for just a second.
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After you align the ladyfingers in a container, pour the cream over and smooth out the top.
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Cover with plastic wrap and let sit in the refrigerator overnight.
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The moisture in the cream will soften the biscuits and they'll taste really good.
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The next day, sprinkle cocoa powder through a tea strainer just before serving, and it's done.
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Even if you don't have time to let it sit overnight, let it sit at least for 3 hours in the refrigerator.
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27
I recommend Bambini biscuits for the ladyfingers!
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Where I live, you can buy these in imported food stores.