Whisk the yolks with sugar and rum until light. Add the Mascarpone, which has been allowed to soften briefly outside the refrigerator (it sours quickly if left at room temperature for too long a time). Beat the cheese into the egg-sugar mixture until smooth.

Spoon some of this mixture into a 9-inch quiche pan or pie plate. Dip the lady fingers into a mixture of the espresso and Tia Maria. Arrange the moistened lady fingers on the Mascarpone mixture. Spoon the remaining cheese mixture on the lady fingers.

Cover the dish with plastic wrap and refrigerate overnight. Before serving, decorate with whipped cream and chocolate shavings.