Pour the heavy cream and sugar into a pint-sized glass jar, seal it tightly, and give it a good shake until the cream thickens enough to hold a soft peak. It usually takes about 3 minutes of vigorous shaking. Alternatively, you can use a whisk or hand mixer and a large bowl to beat the cream until soft peaks form.
Fill two rocks glasses with ice. Divide 2 ounces of Kahlua and 2 ounces of rum into each glass, and stir well to mix.
Using a spoon, carefully spoon the whipped cream evenly between the glasses, smoothing it into a layer that covers the top of the drink. Sprinkle some cocoa powder over the whipped cream, add a half of a Ladyfinger cookie as garnish, and voilà! Your Italian-inspired White Russian is ready to be enjoyed. Cheers!