In a medium bowl, beat cream, confectioners’ sugar and vanilla until stiff peaks form. Beat the mascarpone into the egg yolk mixture until smooth.
Combine coffee, rum and Kahlua in a round, shallow bowl (such as a cake pan). Quickly dip each fairy finger into the coffee mixture and arrange the dipped fairy fingers in the bottom of the springform pan.
Spread half of the mascarpone mixture over the ladyfingers, then top with half of the whipped cream. Repeat layers. Cover and refrigerate for 4 to 6 hours until firm.
Remove the springform pan and sprinkle the cake with cocoa powder. For perfect slices, run a knife under hot water and clean it after each slice. Leftovers can be stored in the refrigerator for up to 3 days.
