Crumble the biscuits into small pieces. Heat the butter in a pot with the sugar while stirring.
Add the Turkish delight and stir until it begins to melt, add the milk in several lots. Stir continuously until almost all of the Turkish delight melts. Finally, add rum (a little more if desired) and chopped walnuts, stir and remove from the heat.
Pour the crushed biscuits in a small greased oven dish. Pour the hot mixture over it and allow to soak.
Then smooth out the cake and make a decoration of walnut halves. Serve the cake chilled, cut into pieces.