Crumble the amarettini. Bring the milk to the boil. Beat the egg with sugar until frothy. Mix the amarettini crumbs, espresso and rum.
Preheat the oven to 180 degrees circulating air.
Pour milk over the amarettini mixture and fold in the egg mixture. Fill into small molds and bake in a water bath at 180 degrees for 30 minutes. Then another 30 minutes at 160 degrees.
Let cool and turn out before serving.
Can also go through for 2 days so that the aroma develops better.