Prepare hot, strong coffee and stir in Nutella until combined. Cool to room temerature
(Use whisk attachment for the cream.)
In a bowl of an electric mixer, add mascarpone cheese, heavy whipping cream, rum extract and Nutella. Start on low speed to mix the ingredients and gradually increase the speed over a few seconds to medium-high.
Slowly pour in the sugar as the mixture thickens while mixing. Do no walk away, this will be ready fast! Beat on medium-high speed until stiff peaks form and gradually lower the speed, over a couple of seconds.
Using a spatula, scrape sides and bottom of the bowl and gently fold the cream mixture to mix. Set aside.
In an 8x8 high-rimmed dish, start by layering half of the Ladyfingers cookies. Slowly dip each cookie in cooled coffee mixture but don't soak them too much or they will fall apart in your hands.
Cover the cookie layer with half of mascarpone cream mixture, making sure it's even all over.
Layer remaining coffee dipped cookies over the cream and cover with remaining mascarpone cream.
Dust with cocoa powder.
Warm Nutella in a zip-lock bag. (A few seconds is plenty.) Cut off a little tip on the bag and generously drizzle with warmed Nutella.