Beat the egg yolks, sugar and vanilla until frothy. Gradually add the coffee cream and rum until you have a homogeneous mixture.
Heat up to 70 degrees over the water bath (only this offers reliable protection against salmonella). Make sure that it does not boil, otherwise the mass will stall.
Fill in bottles and store in a cool place.
Note: If you like, you can replace part of the coffee cream with cream, but then of course it has more calories.