Grab a big baking pan (around 9x13 inches to hold about 12 to 14 cups).

Start with the first ladyfingers layer (we'll make 2). Mix your Grand Marrier and espresso in a bowl - nice and quick. Line them up in your baking pan, covering the whole surface. If there are any gaps, cut some fingers to fill them in. Save the leftovers for round two.

Make mascarpone cream: Beat the rum and mascarpone until JUST combined (about 5 seconds at medium mixer speed).

Prepare a double boiler (or grab a heat-proof bowl and set it over simmering water at medium-low. Whisk together the yolks and ¼ cup granulated sugar until fluffy (about 5 minutes). Pour them into the mascarpone mix and beat until smooth at medium speed.

Whip up some heavy cream and vanilla at medium-high speed. You'll know it's ready when you see medium peaks forming. Gently fold that fluffy goodness into your mascarpone mix.

Whisk egg whites and a pinch of salt until foamy (a minute). Crank up the speed and add the rest of your sugar slowly. Keep going until the stiff peaks appear. Fold them into your mascarpone mix.

Spread half of your mascarpone cream over the ladyfinger base, then dip your remaining ladyfingers in the espresso mix. Arrange them neatly over that mascarpone layer, pressing them down gently while you're at it.

Smooth over the rest of your mascarpone mix on top. Pop it in the fridge (uncovered) for a couple hours.

Sift or sprinkle cocoa powder generously over the top. Wipe the baking dish's edges. Then, cover it with foil or plastic wrap and refrigerate for 8 hours to a whole day.

Start slicing with a knife. Wipe the knife between each cut to keep the servings clean. Enjoy!