In a bowl, combine the hot coffee and sugar. Mix until the sugar has dissolved, then add the rum (if using) and vanilla extract. Cool down before using.
In a stand mixer with a whisk attachment (or you can use a hand mixer and a large bowl), beat the heavy cream, mascarpone cheese, powdered sugar, vanilla extract, and rum (optional) until stiff peaks form. Be careful to not overwhip the cream!
Dip each ladyfinger in the cooled coffee syrup for a few seconds, making sure they are completely coated but not soggy.
Arrange a layer of soaked ladyfingers in the bottom of an 8x8 inch dish (20x20 cm).
Spread half of the cream mixture over the ladyfingers.
Repeat the process with another layer of soaked ladyfingers and the remaining cream mixture.
Cover the top of the dish with plastic wrap or a large plate and refrigerate for at least 4 hours (or overnight) to allow the flavors to meld.
Just before serving, dust the top with cocoa powder. Cut into 9 squares and serve.