Step 1: Beat the cold mascarpone and sweetened condensed milk in a large bowl until smooth.
Step 2: In a separate bowl, whip the heavy cream and vanilla to stiff peaks.
Step 3: Gently fold the whipped cream into the mascarpone mixture with a spatula.
Step 4: Combine coconut milk and rum in a shallow dish.
Step 5: Dip ladyfingers into the liquid for 2 seconds and layer them in a 9x9 dish.
Step 6: Spread half the cream over the fingers and sprinkle with coconut and half the Raffaello pieces.
Step 7: Add a second layer of dipped ladyfingers and the remaining cream. Chill for 4-6 hours.
Step 8: Garnish with remaining Raffaello truffles and white chocolate shavings before serving.