First prepare the orange peels by putting them to boil in water 3 separate times. Add 3 tablespoons of sugar to the last water. Then leave them to drain very well.
Crumble the biscuits. Mix them with the flour and cocoa and dilute the mixture with 1 1/2 cups of cold milk. Put the remaining milk to boil with the sugar in a pot on the stove and pour in the mixture while stirring with a whisk.
Once thickened, remove it from the heat and add the orange peels, vanilla and rum. Mix well and pour the mixture into an oven dish or form. Put it in the fridge for 4-5 hours and then invert the cake without baking onto a platter. Optionally, make a decoration of grated chocolate or icing of your choice.