This recipe was created by The Culinary Institute of America as an industry service to Goya Foods, Inc.
Bring water and sugar to boil in small saucepan. Add coffee, Kahlua and rum. Set aside and allow to cool.
In large mixing bowl, whip egg yolk and sugar together until light in color. Add rum, and place bowl over pot of simmering water. Whip until mixture is light and fluffy, about 3–5 minutes. Transfer to stand mixer and whip until cool. (Alternatively, beat by hand with whisk until cool.)
Whip cream and mascarpone together in medium mixing bowl until mixture makes medium peaks.
Fold egg mixture into mascarpone and cream mixture.
Dip cookies in espresso syrup, and layer alternately with filling and grated chocolate in glass bowl. Chill in refrigerator 6-12 hours.
To serve, dust with cocoa powder.