In a medium sauce pot add the egg yolks and sugar and whisk until they are well blended.
Whisk in the milk and put over medium heat, stirring constantly, until the mixture boils.
Still whisking, let it boil for 1 minute.
Remove from heat and allow to cool for a minute or two before you put it in the fridge for 1 hour.
In a seperate medium bowl, beat the heavy cream and vanilla until stiff peaks form. (We're making whipped cream)
Stir in the Mascarpone cheese into the cooled egg yolk mixture. (it's now custard / pastry cream)
Get a 10 inch spring form pan out, in a small separate bowl add 1/2 the espresso and half the rum together.
Open up a package of the lady fingers, which should come split, (if they don't come split, you need to split them in half length-wise), now keeping the fingers together, you can flip them open and sprinkle their inner side with the espresso/rum mix. Depending on the saturation of liquid to lady finger is how strong your tiramisu will be. I suggest half saturated to start.
Line the sides of the spring form pan with the soaked lady fingers flat-soaked side out, continue until the outer edges all have a lady finger layer.
Now repeat with more lady fingers and cover the bottom of the spring form pan with one layer of saturated lady fingers.
Cover the bottom of the spring form pan with a layer of the custard/Mascarpone mix, using 1/3+ of the mix, then make a layer of the whipped cream, using 1/3+ of the mix), now grate a thin layer of the semi-sweet chocolate bar over the whipped cream.
Now repeat with a layer of soaked lady fingers, replenishing the espresso/rum mix when needed, another layer of Mascarpone/custard mix, whipping cream layer and another grating of the semi-sweet chocolate.
Now repeat with a final layer of soaked lady fingers, another layer of Mascarpone/custard mix, whipping cream layer and using a fine sifter, sprinkle the cocoa over the top in a uniform manner.
Finish with a last grating of semi-sweet chocolate.
Let this sit for 24 hours in the refrigerator before serving.