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Combine the coffee and 1/2 cup of dark rum in a medium bowl then mix together and set aside. You can omit the rum and add a dash of vanilla with some more coffee for soaking or you can add a favorite liqueur like Kahlua, Grand Marnier, or Godiva.
Transfer the mascarpone to a large bowl then pour in 1/4 cup of dark rum and mix together until well combined. You can use an electric hand mixer or a whisk for this step.
Add the egg yolks and sugar to a double boiler or glass bowl. Whisk together then place over a pot of simmering water making sure the water does not touch the bowl. Whisk over heat until sugar has dissolved and the mixture is light yellow in color and thickened a bit.
Pour the egg yolk mixture into the mascarpone and whisk until combined. You can use an electric hand mixer for this step if desired. Place in the refrigerator until needed.
Add the cold cream and vanilla extract to the bowl of your stand mixer fitted with a whisk attachment or a large bowl if using an electric hand mixer. Mix on low for about 30 seconds then slowly increase speed to high. Beat until the whipped cream has stiffer peaks but keep an eye on it because it will curdle into butter if over-whipped.
Fold the whipped cream into the mascarpone mixture. You can run a whisk through it at the end to mix in any remaining unmixed bits.
Dip the top and bottom of your lady fingers briefly in the coffee mixture. They sop up the liquid quickly so they don't need more than 2 seconds of dipping. Arrange the lady fingers in the 9x13 dish as you go. They should be places so there are no gaps.
After the bottom layer of dipped ladyfingers is arranged in the dish add half of the mascarpone mixture on top and smooth out to the edges using an offset or rubber spatula.
Dip more ladyfingers, arranging them on top of the filling as you go. Once the dish is fully covered add the remaining mascarpone mixture and smooth out.
Dust top with cocoa powder and chill overnight. You tiramisu needs time to set up or it will be a delicious mess.