In a medium size sauce pan bring water to a boil. Add almonds and bring it to a full boil again.
Take off the heat and let almonds soak for 2 minutes.
Drain the hot water and pour cold water in the sauce pan. Skin the almonds immediately by squeezing them between your fingers.
Pat dry skinned almonds with a paper towel, spread them over a parchment paper and let dry completely.
Using a food processor grind almonds into almond flour. This might take couple of minutes.
Add dates to the food processor and run it at high speed for a few minutes, until sticky dough consistency is obtained. Depending on how dry the dates are you might need to add some cold water to obtain the dough consistency. I did not need to add water.
Cover and store in the fridge.
Cake
Using a food processor grind nuts into a flour. This might take couple of minutes.
Add dates, cocoa, rum to the food processor and run it at high speed until sticky dough consistency is obtained. Cover and refrigerate for about 15 minutes
Assembly
While cocoa based dough is in the fridge, roll out cool marzipan between two parchment pepper sheets. Roll the marzipan in a rectangular shape about 305 mm (12″) long and about 2-3 mm (1/10″) thick, set aside.
Using your hands play and roll cocoa dough into a 305 mm (12″) long cylinder shape. The diameter will be approximately 20 mm (3/4″).
Place the cocoa dough cylinder on top of the marzipan flat sheet. Roll the marzipan tightly to the cocoa cylinder until is completely wrapped.
Cut the assembled cylinder into 8 even length pieces, each about 38 mm (1 1/2″) long.
Fine cut chocolate on a cutting board.
Over a double boiler melt half of the cut chocolate. Add other part of the chocolate and whisk until is completely melted.
Dip each side of 8 cut marzipan log pieces in the melted chocolate. Place each piece on a parchment paper until chocolate sets. Keep stored in air tight container.