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Step 1
Make the hot cocoa according to the instructions above – using water instead of milk and using 1 ½ the amount of hot chocolate powder you would normally use to make a cup for drinking. Allow the hot cocoa to cool while you are preparing the rest of the recipe. Once it is lukewarm, add the vanilla and imitation rum extract. Due to the high cocoa to water ratio, whisk the cocoa mixture frequently to keep the cocoa suspended.
Step 2
Set a medium saucepan over medium heat and fill with about 1-2 inches water. Let it come to a simmer while you proceed with the recipe. In a medium bowl (an appropriate size to be placed on the pan that is heating), beat the egg yolks at low speed with a mixer (hand or electric) until just combined. Add the ½ cup sugar and salt and beat at medium-high speed until pale yellow, 1 1/2 to 2 minutes, scraping down the bowl with a rubber spatula once or twice. Add ¼ cup cream to the yolks and beat at medium speed until just combined, 20 to 30 seconds; scrape the bowl. Set the bowl with the yolks over the saucepan of water that has come to a simmer. Cook the egg yolk mixture, stirring constantly and scraping along the bottom and sides of the bowl with a heatproof rubber spatula, until the egg yolk mixture coats the back of a spoon, about 4 to 7 minutes. Remove the bowl from the heat and stir vigorously to cool slightly, then set aside to cool to room temperature, about 15 minutes.
Step 3
Add the mascarpone cheese to the cooled mixture and beat at medium speed until no lumps remain, about a minute. Transfer the mixture to a large bowl and set aside. In the now-empty bowl (no need to clean the bowl), beat the ½ cup heavy whipping cream at medium-high speed until stiff peaks form. Using a rubber spatula, fold 1/3 of the whipped cream into the mascarpone mixture. Then gently fold in the remaining whipped cream until no white streaks remain. Set the mixture aside.
Step 4
Give the hot cocoa mixture a good whisk to combine. Pour it into a shallow baking dish like a pie plate. Dip 1 ladyfinger into the hot cocoa at a time, allowing it to soak up the hot cocoa for about 1-2 seconds per side. Transfer each ladyfinger immediately to an 8-inch square baking dish. Lay the cookies side-by-side to create one even layer. You may have to trim/break the soaked cookies to fit the pan. After finishing the first layer of ladyfinger cookies, spread half of the mascarpone cream mixture evenly over the ladyfingers, spreading to the edges of the pan. Using a small fine-mesh strainer, sprinkle 1/2 tablespoon of the natural cocoa powder over the mascarpone layer.
Step 5
Repeat the soaking process with the ladyfingers, creating one more layer of ladyfinger cookies over the mascarpone/cocoa layer. Spread evenly with the remaining mascarpone mixture. Dust with the final 1/2 tablespoon of natural cocoa powder. Refrigerate for at least 4 hours to chill and set. This can be made up to 1 day in advance. Cut into squares and serve.