In a bowl beat whipping cream and sugar until peaks form. Add the mascarpone, pumpkin, rum and pumpkin pie spice. Beat until the filling is smooth.
Wrap tightly in plastic and chill overnight.
Hollow one loaf of bread, leaving 1” on sides and bottom to create a bowl. Put the bread on a serving plate.
Pour the dip into hollowed bread and dust with powdered sugar and cocoa powder. Assemble the lady fingers around the bread.