Preheat the oven to 350°F or 175°C. Line an 8-inch baking pan with parchment paper.
Mix the almond flour, sweetener, baking powder, salt, eggs, butter, and vanilla. Spread the batter in the pan and bake for 12 to 15 minutes.
Cool the cake completely, then cut it into small cubes. Combine the cooled coffee with rum or coffee syrup if using.
Beat the mascarpone with the sweetener and vanilla until smooth. Whip the heavy cream separately, then fold it into the mascarpone.
Layer cake cubes, a light brushing of coffee, and mascarpone cream in six serving glasses. Repeat the layers once more.
Dust the tops with cocoa powder and refrigerate for at least 4 hours before serving.