In a saucepan, combine the cream and milk and bring to a boil.

In a small bowl, combine egg yolks, sugar, and coconut rum.

When the milk mixture has come to a boil, remove from heat. Stir a small amount of the milk mixture (2-3 tablespoons) into the eggs yolks, whisking vigorously.

Slowly add the remaining egg yolks back into the hot milk mixture, whisking continuously. Pour into individual Corning ware or Pyrex serving dishes or custard cups.

Place on a deep baking sheet filled with hot water in center rack of oven.

Bake 15-20 minutes or until center is nearly set.

Remove from oven to a heat-proof surface. Sprinkle heavily with a layer of coarsely granulated sugar. Using a small torch, apply heat directly to surface of custard until a browned sugar layer forms. (Note: this step may also be performed directly under the flames of a gas broiler, but the results may not be so dramatic).