1. In a bowl mix the egg yolks and sugar together with a hand blender.
2. Add the mascarpone and combine well using a wooden spoon.
3. Lastly add the rum and mix in.
4. In another bowl whip the egg whites until they start to foam.
5. Add the egg whites to the mascarpone, a bit at a time, folding them in gently with a spoon, making movements from the bottom to the top.
6. Chill for one hour or until cold. Serve in a medium glass bowl or in single cups with dry biscuits or better with a slice of pandoro.