Use 2 large baking trays lined with baking paper. Preheat oven to 180°C.
Cream butter, sugar, egg yolks and rum until light and fluffy. Combine the almonds and flour and stir in alternately with milk.
Spoon dough into a piping bag with a star nozzle. Pipe about 70 rounds of dough onto trays; place rounds 2.5 cm apart; biscuits should not be too thin or they will be more likely to break later. Bake, one tray at a time, for 12–15 minutes until golden. Cool on trays for a few minutes; transfer to a wire rack.
Melt chocolate in a bowl placed over a pan of gently simmering water. Dip one half of each biscuit into the melted chocolate. Place on sheets of baking paper and leave to set and dry.