In a small bowl, dissolve the gelatin in the rum and cold water; set aside to soften. In a saucepan, scald the cream and milk. Remove from heat & set aside to cool slightly. In the top of a double boiler, off the heat, whisk together the salt, 2 T of the sugar, and the egg yolks. In a steady stream, add the milk and cream to the mixture, stirring constantly. Set the top of the double boiler over simmering water and cook, stirring constantly, until the mixture is thick, 10 min. Do not oil. Remove from heat and stir in gelatin mixture. Set aside. In a bowl, beat the egg whites w/remaining quarter c sugar until stiff peaks form. Fold Nesselrode into the egg whites, then fold the mixture into the reserved gelatin mixture. Cover and refrigerate for 5 min. Turn mixture into pie shell or spoon into 8 parfait glasses. Chill until firm. Garnish w/chocolate shavings.