Soak the gelatin in cold water for 5 minutes. Cut the pumpkin into cubes and place in a large saucepan. Add the milk and spices to the saucepan and simmer for 25-30 minutes, until the pumpkin is tender. Combine the sugar and 1/8 liter of water in a small saucepan and simmer until the sugar has dissolved. Beat the egg yolks until light and frothy, slowly stream in the sugar syrup while beating, then stir in the rum. Puree the pumpkin with an immersion blender then press through a fine mesh sieve.
Squeeze the excess water from the gelatin and stir into the hot pumpkin puree until dissolved. Stir the egg yolk mixture into the pumpkin puree, transfer the mixture to a medium-sized bowl and refrigerate for 3-4 hours.
To assemble: Cut the pumpkin into cubes and simmer in water until softened. Drain well. Heat the vegetable oil in a large pan and sauté the pumpkin cubes and sesame seeds briefly. Turn the chilled pumpkin pudding out onto a serving platter and surround it with the sautéed pumpkin cubes. Garnish with lemon balm and serve.