Using a food processor fitted with a steel blade, pulse the mascarpone two or three times. Add the cream in dabs, pulsing once or twice after each bit. Do the same with the vanilla extract and rum. Add confectioners' sugar, being careful not to overmix (which will make the mixture grainy and less attractive, although it won't affect taste). The result should be fairly soupy, but thick enough that a spoon leaves a track when you stir the mixture.
Dip ladyfingers in coffee and lay on the bottom of a 2-quart dessert dish (it is helpful to plan the arrangement of the ladyfingers before you start dipping them - so you can be sure they'll fit your dish). Top with a layer of mascarpone mix.
Repeat, until you have three layers of ladyfingers topped with three layers of mascarpone. Top the last mascarpone layer with chocolate shavings, cut from the block with a vegetable peeler. Serve on a plate, or in a bowl, sprinkled with more chocolate.Makes 10 Source: