Brew and cool the coffee. Make strong coffee or espresso and let it cool completely. Stir in the rum or liqueur if using. Pour into a shallow dish for easy dipping.
Whip the cream. In a cold bowl, whip the heavy cream with half the sugar and the vanilla until medium peaks form.
Do not overwhip. Set aside.
Beat the mascarpone. In another bowl, mix the mascarpone with the remaining sugar and a pinch of salt until smooth and creamy. Avoid overmixing to prevent it from becoming grainy.
Fold to combine. Gently fold the whipped cream into the mascarpone in two batches until just combined and silky.
The mixture should be thick yet spreadable.
Dip the ladyfingers. One at a time, dip each ladyfinger into the coffee for about 1 second per side. They should be moist but not soaked through.
Build the first layer. Arrange a snug layer of dipped ladyfingers in a 9x9-inch dish (or similar). Trim to fit if needed.
Add the cream. Spread half of the mascarpone mixture over the ladyfingers.
Smooth the top with a spatula.
Repeat. Add a second layer of dipped ladyfingers, then top with the remaining mascarpone mixture. Smooth again.
Chill. Cover and refrigerate for at least 4 hours, ideally overnight. This allows the flavors to meld and the layers to set.
Finish and serve. Just before serving, dust generously with unsweetened cocoa powder.
Add chocolate shavings if you like. Slice and enjoy.