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Using the electric beaters, whisk together the egg yolks, sugar, mascarpone and brandy until smooth and lump-free, between 1 and 2 minutes.
In a separate bowl whisk the egg whites until they’ve just formed stiff peaks. Fold the egg whites into the mascarpone mix in two batches, then place aside.
Make up the coffee then stir in sugar until melted, followed by the rum.
Dust the bottom of your serving dish with a layer of cocoa powder (optional).
When the coffee is still hot but no longer boiling, dip the biscuits in one at a time, arranging them along the bottom of the dish as you go.
Drizzle a couple of spoonfuls of the coffee mixture over the biscuits, then spread over slightly less than half of the cream.
Repeat with another layer of biscuits and the rest of the cream.
Transfer to the fridge to rest for at least 24 hours (ideally 48).
Sift over a layer of cocoa powder just before serving.