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. 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 bottom to top.
6. Chill for one hour or until cold. Serve in a 8 onz. glass bowl or in single cups with dry biscuits. Serves 4