ZABAGLIONE
In a mixing bowl over a pot of simmering water, whisk egg yolks, sugar, and marsala wine for 3 minutes, until it’s thick, creamy, and the mixture holds a ribbon (lift your whisk with some of the mixture on it. It should fall and hold a ribbon shape.) You can also use an immersion blender for this step.
Remove from heat and set aside to cool.
TIRAMISU
Once custard/zabaglione mixture is cooled, gently fold in mascarpone to avoid deflating zabaglione.
In a separate bowl using a mixer, or by hand, whip cream and vanilla to medium peaks. Fold whipped cream into zabaglione mascarpone mixture and set aside.
Mix rum and espresso together in a pie plate or medium dish. Starting with half the ladyfingers, dip each into espresso mixture for about 10 seconds on each side. Then arrange in trifle or 9- x 13-inch casserole dish.
Pile ½ of zabaglione mascarpone mixture on top of dipped ladyfingers and spread so it’s evenly distributed and smooth. Dip remaining ladyfingers and arrange on top of zabaglione mixture. Add remaining zabaglione and spread with a spatula.
Dust the top of tiramisu with cocoa powder and shaved chocolate. Chill for at least 4 hours or overnight before serving.
Note: If you can not find mascarpone cheese, substitute by whipping 1 room temperature 8-ounce bar cream cheese with 2 tablespoons heavy cream.