In a medium bowl, beat the remaining 4 tablespoons sugar and egg yolks until light and creamy. Stir in mango puree and 50ml of the rum.
In a separate bowl, beat egg whites with a pinch of salt until stiff peaks form. Gently fold stiff egg whites and mascarpone cheese into the mango mixture and mix well.
Combine the rest of the rum and lime juice in a small bowl. Place 6 sponge fingers in a single layer over the bottom of a glass serving dish. Drizzle with half of the rum mixture and spoon half of the mango mixture on top. Add another layer of sponge fingers; drizzle with rum and lime juice again and top with the remaining mango mixture. Sprinkle desiccated coconut on top, cover and chill for at least 1 hour in the fridge.