To make the mousse, combine the chocolate and cream in a heatproof bowl and place in the microwave and cook on high heat for 45 seconds. Stir until chocolate is melted and the mixture is smooth and shiny. In a large mixing bowl, beat the cream cheese, mascarpone and chocolate mixture with an electric mixer at medium to medium-high speed until soft and creamy. Pause occasionally to scrape down the sides of the bowl. In another bowl, with clean beaters, whip the egg yolks and sugar until frothy, about 30 seconds on high. With a rubber spatula or wooden spoon, gently fold the egg mixture into the chocolate-cream cheese mixture until blended. Cover the mousse and refrigerate until ready to assemble the tiramisu. (You should have about 2 cups mousse. The mousse may be made ahead, covered, and refrigerated for up to 1 day.)
To make the zabaglione, prepare an ice water bath. Combine the yolks, rum, Marsala and 1/2 cup sugar in the top of a double boiler. Place over (not touching) barely simmering water in the lower pan and whisk vigorously, or beat with an electric mixer, until the mixture begins to foam. Whisk continuously until the mixture triples in volume and thickens to form soft mounds when the whisk is lifted, about 7 minutes. Immediately place the top of the double boiler in the ice water bath to stop the cooking. Let cool, stirring occasionally. In a small bowl, beat the 1/2 cup heavy cream until it begins to foam. Add the remaining 2 teaspoons sugar and continue to beat until the cream holds soft peaks. Fold whipped cream into the cooled zabaglione. Cover and chill for several hours before assembling the tiramisu. You should have about 2 cups.
To assemble the dessert, in a small bowl or pitcher, add the sugar to the hot espresso. Stir well to dissolve the sugar, then add the rum. Cut off the top of the cake and reserve for another use (see Chef's Note). Cut the cake in half horizontally. Arrange a layer of cake, cut side up, in the bottom of a deep 2 1/2-quart bowl. Moisten evenly with some of the espresso syrup. Spread half the mousse on top, and then spread half of the zabaglione on top of the mousse. Arrange the second layer of cake, again cut side up, on the mousse. Moisten well with syrup. Spread the remaining mousse on top in an even layer, followed by the remaining zabaglione. Cover and refrigerate for several hours or overnight before serving. With a vegetable peeler, cut curls of chocolate to garnish the top, or dust with cocoa.
The shiny top of the cake will not readily absorb syrup. If you do not cut it off, you might find dry spots in your tiramisu. But don't throw the top out! Crumble it into crumbs and place them in a 150 degrees F to 200 degrees F oven until thoroughly dry and crunchy. Use to decorate the top of the tiramisu, or save them to add to cookie batters or to scatter in pies and tarts to absorb juices.
Consumption of raw or undercooked eggs, shellfish and meat may increase the risk of foodborne illness.