With an electric mixer on high speed beat together salt, sugar and eggs until very fluffy. Stir in evaporated milk, vanilla essence and rum. Gradually mix in flour; knead well with dough hook until dough begins to blister, about 10 minutes. (If dough is still sticking to bowl after 5 minutes, mix in 2 tablespoons of additional flour, 1/2 tablespoon at a time.) Remove dough and cover with plastic wrap; set aside 20 minutes.
Pour oil into a deep fryer or Dutch oven to a depth of 5cm and heat over medium heat to quite hot (180 degrees C).
Separate dough into small portions. On a lightly floured surface roll out dough portions until very thin. Cut into long narrow strips (about 15cm x 3cm). With a sharp knife, make a slit in the center of each strip and draw one end through the slit.
Fry in hot oil until puffy, blistered and very light golden brown, about 1 to 2 minutes. Remove to paper towels to cool. Sprinkle with icing sugar. Store in an airtight container.