In a large mixing bowl, combine oats, 1 cup coconut flakes and salt; mix and set aside.
In a medium saucepan over medium heat, add butter, milk, sugar, cocoa powder and egg. Whisk well and bring to a boil.
When it gets there, stir vigorously for 30 seconds before removing from the heat. Pour in rum and vanilla extract; stir well.
Pour the cocoa mixture into the oat mixture and stir until well blended. Cover with plastic wrap, making sure it touches the surface, and chill for 2 hours or up to 24 hours.
Meanwhile, in the bowl of a food processor, add the remaining cup of coconut flakes and process until the flakes are finer. Transfer to a pie plate and set aside.
Line a large baking sheet with parchment paper; set aside.
Using a melon baller or a small 1-tablespoon ice cream scoop, form cocoa mixture into small balls before rolling them in fine coconut flakes.
Place on a prepared baking sheet and transfer to the fridge for at least 1 hour.
Keep for 3 days covered at room temperature or in the fridge for 1 week.