1. Brew the coffee or espresso, let it cool completely, and set it aside in a shallow dish for dipping the ladyfingers.

2. In a heatproof bowl, whisk the egg yolks and sugar until thick and pale, then set the bowl over a pot of gently simmering water and cook, whisking constantly, until the sugar dissolves and the mixture slightly thickens.

3. Whisk in the eggnog and a pinch of salt, continue cooking for a couple more minutes until lightly thickened, then remove from the heat and cool the custard to room temperature.

4. In a separate bowl, beat the mascarpone until smooth, then in another chilled bowl whip the cold heavy cream, vanilla, and nutmeg to soft peaks.

5. Fold the cooled eggnog custard into the mascarpone, then gently fold in the whipped cream in two or three additions until you have a thick, fluffy eggnog mascarpone cream.

6. Stir the cooled coffee and dark rum or brandy, if using, together in the shallow dish and taste, adding a little extra eggnog or nutmeg if desired.

7. Quickly dip each ladyfinger into the coffee mixture for 1 to 2 seconds per side, then arrange a snug layer of dipped ladyfingers in the bottom of an 8×8 inch dish.

8. Spread half of the eggnog mascarpone cream over the ladyfingers in an even layer, smoothing the top with a spatula.

9. Add a second layer of dipped ladyfingers, then spread the remaining cream over the top and smooth the surface.

10. Cover the dish tightly and refrigerate for at least 4 hours, or overnight, until the layers are fully set and sliceable.

11. Just before serving, dust the top generously with unsweetened cocoa powder and a little extra nutmeg, then slice and serve chilled.