Whip the whipping cream to stiff peaks and set aside.
In a large bowl whip together the Mascarpone cheese, powdered sugar, cocoa powder, instant coffee, and vanilla extract until the mixture is creamy and smooth.
Fold the whipped cream into the Mascarpone mixture gently just until combined.
Add the rum or rum extract to the cooled coffee and dip the ladyfinger cookies into the coffee mixture one by one, creating a layer of coffee-soaked cookies on the bottom of a 9-inch by 13-inch glass or pyrex baking dish.
Add half the Mascarpone mixture over the layer of coffee-soaked cookies, smoothing out the top as evenly as possible.
Sprinkle half of the cocoa powder over the Mascarpone mixture and repeat with another layer of coffee-soaked cookies and then the remainder of the Mascarpone mixture.
Refrigerate overnight to set.
Dust with the remainder of the cocoa powder just before serving and add some shaved dark chocolate for presentation.