Place 6 egg whites in the bowl of a stand mixer fitted with a whisk attachment, then whisk until they form very stiff peaks. Transfer to a large bowl, then wipe out the stand mixer bowl.
Pour heavy cream into the stand mixer bowl, then whisk until soft peaks form. Add rum (optional), vanilla extract, and instant espresso powder. If you don’t have espresso powder, add brewed coffee. Transfer to a second large bowl.
First, prepare the double boiler. Place a heat-proof bowl on top (the bottom of the bowl should not be touching the water), then add egg yolks, sugar, marsala wine, and a pinch of Kosher salt. Whisk until the mixture is thick and creamy.
Add the whipped cream to the mascarpone mixture, then fold in until well blended.
Add egg whites to the cream mixture, then gently fold until well blended. Add the remaining egg whites, then carefully fold in.
One at a time, dip each ladyfinger into the brewed coffee, then arrange in an even layer along the bottom of a 9×13 baking dish. Add a second layer of ladyfingers on top then spread remaining mascarpone mixture into an even layer.
Garnish with chocolate curls, if wanted. Serve immediately!