Whisk 1 1/3 cups sugar, 1/4 cup water, 1/4 cup rum, 3 tablespoons brandy, yolks, and nutmeg in metal bowl. Set bowl over saucepan of simmering water (do not allow bottom of bowl to touch water).
Whisk constantly until mixture thickens and candy thermometer inserted into mixture registers 140°F for 3 minutes, about 5 minutes total.
Remove bowl from over water.
Whisk mascarpone, 1 container at a time, into warm custard until blended.
Using electric mixer, beat whipping cream, vanilla, 1 tablespoon brandy, and 1 teaspoon rum in large bowl until cream holds peaks. Fold in mascarpone mixture.
Bring 1 cup water to simmer in small saucepan.
Remove from heat.
Add 2 tablespoons sugar and espresso powder; stir to dissolve.
Mix in liqueur. Submerge 1 biscuit in espresso mixture, turning to coat twice; shake excess liquid back into pan.
Place dipped biscuit, sugared side facing out, around bottom side of 14-cup trifle dish, pressing against side of dish (biscuit may break). Repeat with enough biscuits to go around bottom sides of dish once. Dip more biscuits and arrange over bottom of dish to cover.
Spoon 2 cups mascarpone mixture over biscuits; spread to cover.
Sprinkle 1/4 cup ground chocolate over, making chocolate visible at sides of dish. Repeat with more biscuits dipped into espresso mixture, mascarpone mixture, and ground chocolate in 2 more layers each. Cover with 1 more layer of dipped biscuits and enough mascarpone mixture to reach top of trifle dish.
