Line a 9x5-in. loaf pan with plastic wrap, letting edges hang over sides; set aside. In a small bowl, combine coffee and rum; brush over ladyfingers. Arrange ladyfingers over bottom and around sides of prepared pan, rounded sides out.
In a large bowl, combine ice cream and chocolate; spread into pan. Freeze overnight or until firm.
For sauce, in a small bowl, combine cheese, liqueur and sugar. Stir in cream until smooth.
To serve, unmold dessert, using ends of plastic wrap to lift from pan. Remove plastic. Cut into slices. Serve with sauce and garnish with additional grated chocolate.