Melt the butter over very gentle heat. Remove from the heat as soon as the butter has melted and let cool Beat the eggs in a large mixing bowl, then whisk in the cocoa, sugar, melted butter and rum. Continue whisking until you have a smooth and fluffy mixture that resembles a chocolate mousse. (A standing mixer makes short work of this step.)
Break up the biscuits into small pieces. I like to do this by placing the biscuits in a Ziplock bag and gently banging them with a rolling pin. Take care, however, that you don't reduce them to powder!
Fold the biscuit pieces (and the nuts, if using) into the chocolate mixture with a spatula until they are completely covered by and well incorporated into the mixture.
Pour out the chocolate mixture onto a large sheet of parchment or wax paper, the using two spatulas form the mixture into a cylindrical shape resembling a salami.
Roll up your Chocolate Salami in the paper, using your hands to smooth it out from end to end, then twist each end of the paper and tuck them under the salami. Chill in your refrigerator overnight to firm up.
Remove the salami from the fridge. Unwrap and dust it all over with the confectioner's sugar.
Lay out the your Chocolate Salami on a cutting board, slice and serve while it's still cold.