Beat the eggs along with the sugar into cream, add the oil, stir again, then add the baking soda extinguished in the honey, the vanilla and stir until homogeneous. Gradually add the flour until you obtain a soft and sticky but smooth dough.
Form balls the size of a walnut from the dough, arrange them in an oven dish laid out with baking paper. Bake in a preheated 356°F (180 °C) oven until slightly golden. While they're still warm, cut out small holes at the bottoms of the cookies (not too deep).
Mix these cookie crumbs (crushed finely) with the marmalade and add the rum essence or 1 tsp of rum. If the mixture isn't too thick, you can add some grated walnuts. Use a spoon to fill the holes of the cookies with this marmalade mixture and stick them together in pairs.
Dissolve the 2 dyes in 2 bowls with a little water (depth needs to be about 1/2 a cookie). Dip the cookies on one side in one dye, then on the other side in the other dye. Drain briefly on paper towels and roll them in sugar.
Arrange the ready ones in a suitable container. It's best to leave them for a few hours to soften up further... if they survive that is because they're sooo good!