Combine coffee, espresso powder and 5 tbsp rum in a wide bowl. Stir until espresso dissolves. Set aside.
Using a whisk, hand mixer, or stand mixer with whisk attachment, beat egg yolks on low just until smooth. Add sugar and salt and beat at medium speed until pale yellow and thick, 1 1/2 to 2 minutes. Add remaining 4 tbsp rum and beat until combined, 20-30 seconds. Add mascarpone and beat on medium speed until no lumps remain, 45-60 seconds. Transfer to a large bowl.
In same work bowl (no need to clean), whisk cream on medium until frothy, about 1 minutes. Turn up to high and whip to stiff peaks, 1-2 minutes more. Fold 1/3 of whipped cream into eggs to lighten, then fold in remaining whipped cream gently to preserve the air.
Drop ladyfingers one at a time into coffee mixture. Quickly roll over, then transfer to a 13x9x2 pan. (Do not submerge the ladyfingers in the coffee; they should remain in the liquid no more than about 2 seconds total.) Continue until the pan is filled with a single layer of dipped cookies, breaking or trimming cookies to make them fit.
Spread half the cream mixture over the cookies, filling the pan out to the corners. Put 2 tbsp cocoa in a fine-mesh sieve and sift over the entire surface.
Repeat dipping and arranging ladyfingers to create a second full layer. Spread remaining cream over the ladyfingers, then sift remaining cocoa over the top. Clean edges of dish with dry paper towel, then cover with plastic. Refrigerate 6-24 hours before serving. Sprinkle with grated chocolate before serving, if using.