For the tiramisu, beat yolks with granulated sugar until very foamy. Stir the mascarpone into the yolk mixture.
Beat egg whites until stiff and slowly fold in. Add a dash of rum to the cooled coffee.
Alternate the coffee-soaked sponge cake and the mixture in a mold and cover and let stand in the refrigerator overnight.
Before serving, sprinkle the tiramisu with cocoa powder while still in the mold.