Measure your erythritol into a food processor, blitz for a few seconds until it’s a finer grind. You don’t need it to be powdered.
In the top pot of a double boiler, whisk together your sugar substitute and egg yolks until well combined.
Get a few inches of water boiling in the bottom pot, set the smaller pot on top. Cook, whisking constantly, for about 10 minutes. Expect that the egg mixture will thicken up, increase in volume, and lighten in colour as it cooks.
Remove pot of egg mixture from the double boiler, continue whipping for a minute or so. Allow to cool for 5 minutes or so.
Add the Mascarpone to your cooked egg mixture, whisk JUST until combined. You don’t want to overbear this, or your filling could curdle.
In the bowl of a stand mixer fixed with a whisk attachment - or in a large mixing bowl with an electric mixer - beat the cream until stiff beats form.
Again, don’t over beat this, or you’ll end up with butter.
Add the mascarpone mix to the large bowl, and very gently fold together just until combined. Set aside.
In a smallish bowl, combine the espresso and rum.
Quickly dip ladyfingers in the coffee mixture - really just a quick dunk, so they don’t get soggy - and arrange in 2 rolls in an 8" x 8" square baking pan.
Spoon half of the filling over the layer of lady fingers, spreading to form an even layer.
Repeat with a second layer of dipper lady fingers and the remaining filling.
Cover with plastic wrap and chill for 4-6 hours.
Just before serving, use a fine wire sieve to dust the top with cocoa powder.