Start by adding your egg yolks and 1/4 cup of granulated sugar into a double boiler. You want to turn the heat to medium heat. Use a whisk to whisk the eggs till they are pale in color and the sugar is fully dissolved. This takes 8-10 minutes.

Now you will turn off the heat from the egg mixture and allow it to cool.

Put egg whites into a stand mixer bowl, and use the whisk attachment. Whisk on medium-high heat until the eggs begin to become foamy. Then add in the remaining sugar, and beat until stiff peaks form. This takes about 5 minutes.

Move the egg white mixture to the side. Clean the whisk attachment and with a clean bowl add your heavy cream in and mix on high speed for another 5 minutes. You want it to form into whipped cream.

With a large spatula, fold the egg yolks with the mascarpone cheese.

Then you will fold your whipping cream and egg whites in the mascarpone cheese mixture till it is combined. This takes a minute.

In a deep dish stir your coffee and rum together, and mix until combined. Dip your lady fingers quickly in the coffee to just get it slightly wet.

Arrange the dipped lady finger cookies in a single layer on the baking dish. Then spread a layer of mascarpone cheese on top, and then do a repeat of lady fingers and mascarpone mixture. Do a total of 3 layers.

Put the tiramisu in the refrigerator for 6 hours to set up.

Right before serving, dust cocoa powder on top of the tiramisu and slice and serve.