Combine cocoa powder with milk in another saucepan over medium heat.
Heat the milk while stirring to dissolve the cocoa powder. Do not let it boil.
Take the pan off the heat and set it aside to cool.
Using a medium-sized mixing bowl, mix the eggs with three tablespoons of sugar.
Add cooled milk and cocoa powder mixture, crushed amaretti cookies, and rum, then mix.
Pour into medium-sized ramekins, on top of the caramel that should be hard by now.
Place the ramekins on a baking tray.
Pour warm water (NOT BOILING) into the baking tray, about 1/3 of the tray.
Place the baking tray in the oven for about 50 to 55 minutes.
Take the tray out of the oven and set it aside to cool.
Once completely cooled, place in the refrigerator for at least 6 hours.
Transfer chocolate custards on a serving plate and sprinkle some more crushed amaretti, if preferred.
Serve.