Toast the oatmeal in a dry pan until golden and let it cool. Melt the chocolate in the cream over a mild heat. Stir in the orange peel, cinnamon, and some of the vanilla.
Let the mixture steep for 30 minutes.
In the meantime, mix the yogurt, vanilla and rum. Form small balls out of the mixture.
To serve, place the orange slices on dessert plates. Place the balls on the discs. Serve the balls with the yogurt and mint.