Make the coffee and allow it to cool down before use.
(I used a Nespresso machine to make 2 lungo cups of coffee with two capsules.)
Add half of the caster sugar to egg yolks in a large bowl. Whisk or use an electrical beater to beat until pale and thick.
In a separate bowl, lightly beat the thickened cream. Add the lightly whipped cream, mascarpone and rum to the egg yolk and mix gently.
(I used an electrical beater at medium speed to beat for 1-2 minutes.)
Add the remaining caster sugar to the egg white and whisk or beat it until soft peak forms. Gently fold the egg whites into the mascarpone mixture.
To know if you have get the soft peak, lift your whisk up, if the peak folds back immediately and it hardly hold its shape, you've got your soft peak. .
Pour some coffee into a shallow dish. Cut the sponge finger biscuits according to the cup size so you can line them up nicely in the the cup. Dip the biscuit at one side and flip over.
Do not pour the coffee all at once , otherwise the biscuit will be too soggy. The coffee level should be barely reaching half of the biscuit thickness. The biscuit should be soaked up with the coffee but still quite crunchy inside.
Line a layer of biscuit at the bottom of the cup. Pour the mascarpone and egg white mixture on top to cover the biscuit. Repeat for another layer, ending with the cream layer.
Cover the cup with plastic wrap and refrigerate for more than 2 hours or overnight.
Dust cocoa powder generously on top by using a sieve before serving.