Beat the egg yolks with sugar. Add the mascarpone, rum and vanilla. Whisk cream, add to mascarpone cream. Whisk egg white and mix in all cream. Make strong coffee with instant coffee and soak sponge cake. Spread sponge cake in mould, top with cream, spread another sponge cake, soak in coffee, spread another layer of cream, sprinkle cocoa power on top before serving.