Beat the egg yolks with the caster sugar and coffee until well blended.
In a small saucepan, heat the water then add the cocoa powder and rum and stir until the powder is dissolved. Remove from the heat, allow to cool slightly, then stir into the egg and coffee mixture. Fold the whipped cream in. Whisk the egg whites until stiff peaks form and fold these into the mixture.
Spoon into 6 cups or ramekins and chill for 2 hours. Decorate with grated chocolate prior to serving.