Heat oven to 350 degrees. Arrange the lady fingers on a baking sheet and toast them in the oven for 15 minutes. Put the espresso in a wide bowl and soak each ladyfinger briefly. Arrange half of the ladyfingers in a rectangular serving dish. In another bowl, beat the egg yolks with the sugar until it turns pale yellow. Add the mascarpone, rum, and triple sec; stir to combine. In a separate bowl, beat the egg whites until stiff. Fold whites into the mascarpone mixture. Layer half of the mixture atop the ladyfingers in a serving dish. Add another layer of ladyfingers, followed by the remaining mascarpone mixture. Dust liberally with cocoa. Cover and refrigerate at least one hour before serving.