Make two shots of espresso if you have an espresso machine or 2 oz of very strong coffee. Divide your amaretti cookies among 4 mason jars or glasses. Pour ½ of espresso shot in each glass over the cookies and 1 tsp of rum or marsala.
Whip mascarpone and cream with icing sugar and vanilla until stiff peaks form, it will take about 5 minutes. Divide your mascarpone mixture evenly among 4 jars. Dust with cocoa or sprinkle with shaved chocolate. Chill for at least one hour before serving.