Whip cream, sweetener and vanilla. Fold Mascarpone cheese and rum or amaretto liqueur (if using) into whipped cream.
Pour coffee into a shallow dish. Dip ladyfingers briefly in coffee and cover the base of a 6×9 inch (15×24 cm) square dish. Spread a part of the whipped cream mixture over the ladyfingers and level out. Repeat layers 1 or 2 times. Finish with a layer of the cream mixture.
Cover and refrigerate for at least 2-3 hours, or overnight. Dust with cocoa before serving.