Separate egg yolks from the egg whiles. Be very careful as you do that. You don’t want even a teeny tiny spot of an egg yolk in egg whites, as it’ll prevent egg whites from whipping.
Using a mixer beat egg yolks with approximately half of sugar. Beat on high speed at least for a few minutes until egg yolks become pale yellow and very creamy.
Add mascarpone cheese a few tablespoons at a time and continue beating once you get all smooth consistency.
In a separate bowl using clean whisk attachment beat egg whites with a pinch of sugar. Once they become really foamy add remaining sugar and continue beating until stiff peaks. When you lift the whisk the peaks do not curl and remain straight up.
Fold beaten egg whites into egg yolk/mascarpone mix. IMPORTANT: Add egg whites a few tablespoons at a time and perform a folding move from the bottom of the bowl curling over the top. Do this as gently as possible in order not to crush light and airy texture of the beaten egg whites.
NOTE: you might not use ALL of the egg whites. Stop when you feel you've reached the desired consistency of the cream. It should not be too liquid.
Transfer the cream to a pastry bag and let it cool in the fridge for about 30-60. You can do without pastry bag too but I find it much easier that way.
Pour strong coffee into a shallow dish, add rum or brandy to taste.