For the coffee stars, mix flour with powdered sugar, walnuts and knead with butter, yolks and strong coffee to form a shortcrust dough. Let dough rest for 1/2 hour.
Roll out dough about 3 mm and cut out stars. Place stars on a baking tray lined with baking paper and bake at 180 °C for about 10 minutes. Allow to cool.
For the filling, cream butter and powdered sugar, stir in coffee and rum and fill 2 cookies at a time. Use a piping bag with a small nozzle to pipe a small rosette onto each cookie and place 1 coffee bean on top.
Serve the coffee stars.