Sift flour with cornstarch and baking powder. Beat softened butter with sugar until smooth. Continuing to beat, add the egg, yolk, vanilla sugar and rum.
Add flour. Knead the dough. Roll into a ball and refrigerate for 30 minutes.
Roll out the dough into a layer, but not very thin. Cut out 12 large and 12 small circles. Bake on a parchment-lined baking sheet for 15 minutes. at 190 degrees. Transfer, chill.
Place 1 tsp in the center of large cookies. condensed milk, cover with small ones and lightly press down (cookies are very fragile). Also coat the edges. Roll the edges in a mixture of nuts and coconut flakes.