Whisk the egg yolks and sugar in the bowl of an electric mixer fitted with the whisk attachment on high speed for about 5 minutes, or until very thick and light yellow. Lower the speed to medium and add 1/4 cup rum, 1/4 cup espresso, and the mascarpone. Whisk until smooth.
Combine the remaining 1/4 cup rum and 1 1/4 cups espresso in a shallow bowl. Dip 1 side of each ladyfinger in the espresso/rum mixture and line the bottom of a 9 by 12 by 2-inch dish. Pour half the espresso cream mixture evenly on top. Dip 1 side of the remaining ladyfingers in the espresso/rum mixture and place them in a second layer in the dish. Pour the rest of the espresso cream over the top. Smooth the top and cover with plastic wrap. Refrigerate overnight.
Notes: To make espresso for this recipe in your electric drip coffee maker, use enough water for 4 cups of coffee plus 1/3 cup of ground espresso.
You can find savoiardi and mascarpone in an Italian specialty store.
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