For best results, use freshly ground hazelnuts. You can grind them yourself using a food processor. The rum can be substituted with hazelnut liqueur or omitted altogether. Ensure the butter is softened but not melted, for the best dough consistency. The twists are best enjoyed fresh but can be stored in an airtight container for up to 3 days. For a richer flavor, toast the ground hazelnuts lightly before adding them to the filling.