Step 1
Lightly oil a 9x5" loaf pan and line with plastic wrap, leaving plenty of overhang. Whisk coffee, rum, salt, and 1 Tbsp. sugar in a shallow dish until sugar and salt dissolve. Chill until ready to use.
Step 2
Whisk cream and mascarpone in a medium bowl just until smooth. Set aside.
Step 3
Pour water into a large saucepan to come 2" up the sides and bring to a simmer. Combine egg yolks, remaining ⅓ cup sugar, and 2 Tbsp. water in a medium heatproof bowl. Set bowl over pan and reduce heat to low so water is at a bare simmer. Using an electric mixer (or a large whisk and a friend to fill in when your arm cramps), beat mixture on medium-high until eggs triple in volume and are extremely pale yellow and mixture forms a slowly dissolving ribbon when drizzled over itself in bowl, 5–7 minutes. Remove bowl from heat.
Step 4
Using clean beaters (or whisk), beat reserved cream mixture until medium peaks form. Add egg yolk mixture and gently fold until no streaks remain.
Step 5
Working one at a time, dip ladyfingers into chilled coffee mixture and let soak just long enough for them to soften, 1–2 seconds per side. Lay 8 cookies in prepared pan (it’s okay to smush them in a bit). Spread one-third of filling over. Layer another 8 soaked ladyfingers on top and spread half of remaining filling over. Repeat layers one more time with remaining ladyfingers and filling. Cover pan with plastic wrap; chill tiramisù until firm, at least 6 hours and up to 12 hours (longer is better; you’ll get cleaner slices and the layers will be fully set).
Step 6
Invert a small platter or a large plate over top of loaf pan, hold together tightly, and flip them over so plate is underneath. Set on a work surface and carefully remove pan. Peel away plastic wrap from tiramisù; discard. Generously dust tiramisù with cocoa powder. Serve in slices, dusting with more cocoa powder if desired.
Step 7
Do Ahead: Tiramisù (without cocoa powder) can be made 3 days ahead. Keep chilled.
