For the Sabayon-Mascarpone Mixture
In a medium mixing bowl, beat Mascarpone with a spatula until smooth and creamy. Set aside and allow Mascarpone to warm up to room temperature (up to 1 hour). In another medium mixing bowl, combine the egg yolks, 4 tablespoons of the sugar, and the Marsala and whisk until blended. Transfer the mixture to the top half of a double boiler and place it over simmering water over medium high heat. With a whisk, beat the mixture until it triples in volume (5 minutes). Remove from heat, cover, and chill thoroughly in the refrigerator (30 minutes). In a medium mixing bowl, combine the cream, 2 tablespoons sugar, and vanilla extract. Beat with an electric beater until peaks form. Using a spatula fold whipped cream mixture into Mascarpone. Then gently fold the egg mixture into the whipped cream-mascarpone mixture. Cover and refrigerate.
For the Sabayon Topping Sauce
In a mixing bowl, stir 1cup of the Sabayon-Mascarpone mixture and the Marsala. Cover and refrigerate.
For the Espresso Rum Mixture
In a small bowl, mix the rum and espresso. Cover and refrigerate.
For the Whipped Cream
In a mixing bowl, combine the cream, sugar, and vanilla extract. Beat with a beater until soft peaks form.
For the Tiramisu
In a mixing bowl, fold 1 cup of the Sabayon-Mascarpone mixture into 1/2 cup of the whipped cream. Spread a small amount of this mixture into the bottom of a 10 x 6 inch baking dish, forming a 1/8 inch deep layer. Dip 10 of the ladyfingers into the espresso mixture (only for 2 seconds). Transfer to a dry surface. Gently press the soaked ladyfingers into the layer of sabayon whipped cream. Spread the remaining sabayon whipped cream over the soaked ladyfingers and gently tap the pan to release any air bubbles. Smooth the surface with a spatula. In the same way, soak the remaining ladyfingers and arrange them in the baking dish. Spread the remaining Sabayon-Mascarpone mixture over the second layer of ladyfingers. Smooth the surface with a spatula. Cover and refrigerate for at least 12 hours.