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Step 1
Beat cream cheese and powdered sugar in large bowl with electric mixer on medium speed until smooth. Beat in rum on low speed; set aside.
Step 2
Beat whipping cream in chilled small bowl on high speed until stiff peaks form. Fold into cream cheese mixture.
Step 3
Split ladyfingers horizontally in half. Arrange half of the ladyfingers, cut sides up, on bottom of ungreased square pan, 8x8x2 inches, or round pan, 9x1 1/2 inches. Drizzle 1/4 cup of the espresso over ladyfingers. Spread half of the cream cheese mixture over ladyfingers.
Step 4
Arrange remaining ladyfingers, cut sides up, on cream cheese mixture. Drizzle with remaining 1/4 cup espresso. Spread with remaining cream cheese mixture.
Step 5
Sift or sprinkle cocoa over top. Cover and refrigerate about 4 hours or until filling is firm. Store covered in refrigerator.