1. Heat the cream: In a small saucepan, bring the double cream to a simmer over medium heat. Do not let it boil.
2. Melt the chocolate: Place the chopped dark chocolate in a heatproof bowl. Pour the hot cream over the chocolate and let it sit for a minute to melt.
3. Stir the mixture until the chocolate is completely melted and smooth. Add the butter, rum, and vanilla extract, and mix until well combined.
4. Chill the mixture: Cover the bowl with plastic wrap and refrigerate for about 2 hours, or until the mixture is firm enough to handle.
5. Shape the truffles: Using a teaspoon or a melon baller, scoop out small amounts of the chocolate mixture and roll them into balls with your hands.
6. Coat the truffles: Roll each truffle in cocoa powder to coat. You can also use other coatings like finely chopped nuts, desiccated coconut, or chocolate sprinkles if you prefer.
7. Set the truffles: Place the coated truffles on a baking sheet lined with parchment paper and refrigerate for another 30 minutes to set.