Preheat the oven to 284°F (140 °C), then place baking paper in an oven dish. Mix the egg yolks with the sugar, rum and coconut flakes.
Beat the egg whites to a hard foam and carefully add them to the mixture. Using a tablespoon, shape 20 small balls and put 1 almond on each.
Bake in a preheated oven for about 10 minutes and then allow it to cool. Optionally, dip the bottom of each of them in melted chocolate.