In a bowl mix butter and sugar with a mixing device, add eggs, mixing for 2-3 minutes then add the oil.
Mix in a cup of flour, baking powder and vanilla. Add to the margarine and eggs mixture and mix with a spoon, then pour flour bit by bit and knead by hand. The composition must be soft but not too much.
Make little balls out of he dough and bake them in a walnut shaped cookie mold.
When you're able to remove the cookies easily, take them out and cut out with a knife. Don't throw the leftovers as you'll need some to make the cream. (some of the Amazon cookie molds won't require cutting out)
In a bowl, rub the butter and sugar for a few minutes. Then add cocoa, rum flavor and warm milk. Mix a little and add the leftover shells and the ground walnuts.
Fill the walnut shaped cookies with some cream and stick the halves together.
Roll the resulted cookies in powdered sugar or sprinkle sugar with a shaker