Preheat your oven to 350°F (180°C) and line a baking sheet with parchment paper.
On a lightly floured surface, roll out the puff pastry and cut it into equal-sized triangles.
Melt the dark chocolate in a double boiler or in the microwave, then mix it with the butter and rum.
If desired, add ground walnuts to the chocolate mixture for an even richer flavor.
Spoon a small amount of the chocolate-rum filling onto the wider end of each pastry triangle, then roll them up into croissant shapes.
Place the croissants on the prepared baking sheet, ensuring the seam is facing down to prevent them from unraveling during baking.
Whisk together the egg yolks and milk, then brush the mixture over the tops of the croissants to give them a beautiful golden-brown color.
Bake the croissants for 15-18 minutes, or until golden brown and crispy.
Let them cool slightly on the baking sheet, then sprinkle with powdered sugar and serve.
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