Let's prepare the dough. Mix the butter with the sugar until foamy and gradually add the cocoa, rum, ground walnuts and finally the flour.
Process the dough and leave to rest in the cold, preferably overnight.
Prepare baking molds for nuts (or other small shape) and fill them. Make a small hole in the center so that you have a place to spread the cream.
Bake them in a preheated oven at 355 °F / 180 °C. Bake for about 15 minutes.
Let's prepare the cream. Cook the puddings in milk and let them cool. Beat the butter and sugar until foamy and gradually add the cooled pudding and add rum.
Spread the cream on one part of the nut and "close" it with the other part. Sprinkle with powdered sugar. Enjoy!