Whisk egg yokes, rum, Amaretto, sugar, and water over a hot water bath (use a double boiler if you have one) until thick and ribbony. This mixture when finished is called zabaglione.
Cool the zabaglione mixture over ice bath.
Whisk cooled zabaglione and mascarpone cheese together until well incorporated and smooth. DO NOT overmix or the mascarpone will break and become granular.
To prepare coffee reduction, simmer 4 cups of coffee until reduced by half. Cool and add Kahlua.
Prepare a 10 inch spring-form pan by lining the bottom and sides with parchment paper. If you don't have a spring-form like me, you might try a 10 inch casserole dish. Sometimes we have to be creative.
Place a layer of ladyfingers, flat side down, on the bottom of the pan, leaving a 1-inch gap between the sides and the ladyfingers. The 1-inch gap is so you can add more ladyfingers in an upright position a bit later.
Using a pastry brush, soak the ladyfingers with the cooled coffee reduction.
Fill a pastry bag (you can buy disposable bags at most housewares shops) with the mascarpone mixture and pipe a rope of cream to fill the gap around the ladyfingers. Also pipe cream across ladyfingers.
Place ladyfingers, in upright position, sugar side out, against the pan. Be sure to push them into the cream and fit them tightly against on another.
Begin the next layer by placing ladyfingers on the cream layer. You may cut them to create a perfect fit. Brush them with the coffee reduction.
Pipe a layer of cream on top of ladyfingers and smooth with a spatula.
Allow to chill overnight.
To unmold, simply undo spring-form and remove pager collar.
Top with chocolate shavings and serve.
If you didn't use a springboard, you can spoon serve from your pan. Not as pretty, but just as tasty.
Notes
Not a lot of prep for this recipe. It's more of a let's get started. You will have to make the coffee reduction or espresso.