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In a small saucepan over medium heat, combine the 1/2 cup sugar and 1/2 cup (4 fl oz/125 ml) water. Bring to a simmer and cook, stirring, until the sugar is dissolved, about 3 minutes. Remove from the heat, stir in the espresso, and let cool to room temperature. Stir the rum into the cooled espresso mixture.
Pour the espresso mixture into a wide, shallow bowl. Working in batches, briefly immerse the ladyfingers in the liquid, then transfer the ladyfingers to a plate. Set aside.
To make the filling, select a heatproof bowl that fits snugly in the rim of a saucepan. Pour water to a depth of about 2 inches (5 cm) into the saucepan and bring to a very gentle simmer. Meanwhile, in the heatproof bowl, whisk together the 1/3 cup sugar and egg yolks until the sugar has dissolved and the mixture is pale yellow and creamy, about 2 minutes. Place the bowl over, not touching, the simmering water in the pan. Using a handheld mixer on medium speed, beat the yolk mixture until very thick and tripled in volume, about 6 minutes. Remove the bowl from the heat and set the yolk mixture aside to cool completely, stirring frequently. Meanwhile, in a bowl, using the mixer on medium-high speed, beat the cream until stiff peaks form. Add the mascarpone and vanilla to the cooled yolk mixture. Beat with the mixer on medium speed just until smooth and well blended. Using a large rubber spatula, fold in the whipped cream just until combined.
To assemble, carefully transfer 15 soaked ladyfingers to a 9-inch (23-cm) square cake pan. Arrange them in a single layer in the bottom of the pan. Using the rubber spatula, evenly spread one-third of the filling over the ladyfingers. Place another layer of 15 ladyfingers over the filling in the pan and evenly spread with half of the remaining filling. Top with the remaining ladyfingers and filling, again spreading evenly.
Gently tap the pan against the counter to settle the ingredients. Cover with plastic wrap and refrigerate for at least 6 hours or for up to overnight.
Run a small knife around the inside edge of the pan to loosen the sides. Using a fine-mesh sieve, dust the top with the cocoa powder. Cut into slices and serve directly from the pan.
Buon appetito !
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