Combine mascarpone cheese, sugar, and heavy cream in a bowl and mix well.
Prepare espresso by mixing it with rum.
Soak ladyfinger biscuits in the espresso mixture.
Layer the soaked biscuits in a container.
Spread the cheese cream over the biscuits.
Repeat layering biscuits and cream.
Sprinkle cocoa powder on top.
Cover the finished tiramisu with plastic wrap and freeze for at least 4 hours.
Let it sit at room temperature for 5-10 minutes before serving to slightly soften.