All you need: 2 egg yolks - 3/4 cup white sugar - 2/3 cup milk - 1 1/4 cups milk - 1/2 teaspoon vanilla extract - 1 pound mascarpone cheese - 1/4 cup strong brewed coffee, room temp - 2 tablespoons rum - 2 (3 ounce) packages ladyfinger cookies - 1 tablespoon unsweetened cocoa powder