Mix the egg yolks and the sugar, until the mixture whitens. Add the mascarpone.
Beat the egg whites and add half to the mixture.
Melt the chocolate in a bain-marie.
Take highball glasses, for example. Soak the biscuits in the coffee/rum mixture and garnish the bottom of the glasses. Pour a layer of the creamy mixture. Add a layer of melted chocolate.
Repeat the layers:soaked biscuits then creamy mixture.
Preferably refrigerate for several hours. When ready to serve, sprinkle the top with cocoa powder.