Spray a 9-inch springform pan lightly with cooking spray and set pan aside.
Combine the graham cracker crumbs, butter, and salt in a mixing bowl and stir until the crumbs are evenly moistened.
Press the mixture firmly into an even layer in the the bottom and about an inch up the sides of the prepared pan.
Freeze for 20 minutes; leave in the freezer while you work on the filling.
Combine the cream cheese, mascarpone (if using), and powdered sugar in a large mixing bowl and beat with an electric mixer on low to combine. Turn mixer to medium and beat until very smooth and creamy, 3 or 4 minutes.
Scrape down the sides and bottom of the bowl, then beat in the vanilla and salt just to combine.
Turn mixer to low and gradually beat in the heavy cream. Once you’ve added all the heavy cream, gradually turn mixer to high and beat until the mixture is very stiff (basically, it should hold stiff peaks like whipped cream would). This will take several minutes.
Spread about 1/2 cup of filling (enough just to cover the bottom) into your chilled crust. Set the remaining filling aside for a moment and work on your ladyfingers.
Combine the water, espresso powder, and rum (if using) in a small bowl and stir to dissolve the powder.
Working one at a time, dip both sides of each ladyfinger in the espresso mixture (work quickly because the ladyfingers start to dissolve once they hit the liquid), then set on top of the cheesecake layer you’ve poured into your pan.
Continue until you’ve covered the entire pan with dipped ladyfingers; it’s fine if you have to break a few of them in order to get the whole pan covered.
Carefully pour the remaining filling over the ladyfingers and smooth the top.
Cover loosely with plastic wrap and refrigerate at least 8 hours.
Half an hour before you’re ready to serve, place a medium bowl and the beaters for an electric mixer in the fridge (this helps your whipped cream hold very stiff peaks).
Beat the heavy cream in the chilled bowl until it begins to thicken. Add the powdered sugar and vanilla and beat until the whipped cream holds stiff peaks. Quickly beat in the rum (if using).
Spread or pipe over the top of the chilled cheesecake and dust the top with cocoa powder.
Slice and serve.
*You can substitute 8 ounces of cream cheese for the mascarpone if you prefer.
**You can substitute 3/4 cup strong espresso for the water and espresso powder if you prefer.
Be sure to use products labeled “heavy cream” or “heavy whipping cream” not “whipping cream.” Whipping cream doesn’t set up as stiffly as heavy cream does.
Once you’ve added the heavy cream, don’t skimp on the time you spend beating it. Beating it well helps the cheesecake hold its shape.
If you want your dessert non-alcoholic, you can either omit the rum entirely or replace it with 1 teaspoon of vanilla extract in the espresso mixture and add an additional 1/2-teaspoon of vanilla to your whipped cream.
Light or dark rum is fine; use what you have.
Uneaten cheesecake can be stored in the fridge (covered) for up to 3 days or in the freezer (tightly wrapped) for about a month.
I think the cheesecake is best eaten the day after it’s made, however; the moisture from the soaked ladyfingers seeps out into the cheesecake and can make the bottom of the cheesecake soggy if it’s stored very long.