For the nut parfait, whisk yolks and egg with powdered sugar and vanilla sugar over hot water bath until warm, remove from heat and beat until cold.
Soak gelatine in cold water, heat rum and mix gelatine in it. Whip the cream until stiff and fold into the egg mixture together with the nuts and rum with gelatine.
Pour the cream into parfait molds and place in the freezer for at least 6 hours. Then dip the molds in hot water and turn out the parfaits onto precooled dessert plates. Before serving, decorate the nut parfait with whipped cream, chocolate chips and hazelnuts.