Put the cream and mangoes in a saucepan over high heat and bring to a boil. Once the mixture boils, remove this from the heat and allow to cool. Tranfer to another container and allow the flavours to infuse overnight.
The next day, remove the mangoes from the cream and reheat the infused cream over high heat before using and set aside.
Lay the sponge fingers in the cazuelas. Mix the rum, 10 grams of sugar and 30 ml of water in a container and use a brush to spread over the sponge fingers.
Place the yolks and sugar in a bowl and whisk until combined. Place this mixture and the mango cream over a saucepan of simmering water and make sure that the base does not touch the water, otherwise it will curdle. Whisk the mixture until it becomes thick (like a custard), this will take around 15 minutes.
Pour the mango infused custard over the sponge fingers and allow to cool. Place in the refrigerator and allow to set for one to two hours.
Top with more sugar and use a blow torch to caramelize the top.