Combine the espresso powder and water together and mix well. Place in a shallow dish to let cool. (Alternatively brew 1 1/2 cups espresso.)
Place the egg yolks and sugar in the bowl of an electric mixer. Whip on high speed for 6 minutes with a timer set. The mixture should turn pale yellow and become thick. Beat in the mascarpone cheese a little at a time. Dribble in 2 tablespoons of the espresso with the mixer running. Gradually add in the rum. Scrape down the bowl and beat again briefly. Mixture should be thick yet loose, like unset pudding.
Quickly dip one side of each lady finger in the cooled espresso and line the bottom of a 9×12-inch dish with a single layer of cookies. Pour half of the mascarpone filling on top and spread evenly. Repeat the dipping and layering process with the remaining lady fingers and espresso. Top with the remaining mascarpone cream. Refrigerate.
Place the heavy cream in the bowl of an electric mixer fitted with the whip attachment. Beat until slightly thickened then add the powdered sugar and vanilla. Beat again until stiff peaks form. Remove tiramisu from the refrigerator and top with the whipped cream (swirl on with a spoon, or use a piping bag to decorate). Refrigerate for at least 3-4 hours, or overnight (recommended). Sift the cocoa powder over the whipped cream just before serving.
If you’re wary of using raw egg yolks, they can be cooked with these instructions: Place the eggs and sugar in a heatproof bowl and set over a simmering pot of water. Beat constantly on high speed with a hand-held mixer until thick and billowy. Cook while whipping until an instant read thermometer reaches 160°F. Remove and proceed with remaining recipe steps.
Keyword instant espresso powder, lady fingers, mascarpone