Coarsely chop the dark chocolate. Heat the cream in a small pot, pour over the chocolate and stir until melted. Stir in hazelnuts, cocoa and rum. Cool the mixture in the refrigerator for about 3 hours.
Use a teaspoon to scoop portions from mixture and shape into balls with your hands. Roll to coat in shaved white chocolate. Place individually in paper cups and keep in a covered container in the refrigerator for up to 1 week.