1. Beat the egg yolks with the sugar and mascarpone.
2. Beat the confectionery cream until thickened.
3. Beat the egg whites to stiff snow.
4. Combine these while stirring carefully, so the egg whites don't deflate, until you obtain a homogeneous mixture. Add the vanilla and rum.
5. Dip the biscotti carefully in the sweetened coffee and arrange a layer of biscotti, layer of cream, sprinkle with cocoa and repeat, until out of ingredients.
After you've arranged it, it's best to leave the tiramisu in the fridge for at least 12 hours.