Beat butter with sugar until fluffy. Separate eggs, reserving the whites. Gradually stir yolks into the butter mixture. Add the flour, lemon zest, vanilla, almonds and rum and stir well.
Beat egg whites until very stiff and fold into the mixture.
Line a square baking pan (preferably springform) with parchment paper. Spread a layer of batter about 1 cm (approximately 1/2-inch) thick on the paper. Bake on the top rack at 220°C (approximately 425°F) for about 2 minutes or until bright yellow. Add another 1 cm layer of batter on the baked layer and bake both for 2 minutes. Continue with another layer and repeat until the batter is gone.
Carefully remove cake from pan and let cool.
Melt chocolates with 1/3 each of the coconut oil separately in their own hot water baths.
Trim browned edges from cake and cut into 60 cubes of equal size. Alternate dipping into the melted chocolate, reserving leftover chocolates. Let cool on parchment paper.
Fill a pastry bag with remaining chocolate and decorate cooled cakes as desired.