Lay a piece of parchment paper about 30 cm / 12 inch long on the counter and set it aside for shaping.
In a mixing bowl, cream the softened butter and sugar with a spatula until pale and smooth, about 2 minutes.
Sift in the cocoa powder and salt, mixing until fully combined with no dry streaks.
Stir in the rum (or espresso) and vanilla extract until the mixture turns into a smooth, glossy chocolate paste.
Add the crushed biscuits and chopped hazelnuts, folding with the spatula until every piece is coated and the dough holds together when pressed.
Turn the mixture onto the parchment and shape it into a rough log about 25 cm / 10 inch long and 5 cm / 2 inch thick.
Roll the parchment around the log, twisting both ends tightly like a candy wrapper, and press gently to compact the shape.
Refrigerate for at least 4 hours, or overnight, until firm to the touch.
Unwrap the log, dust it generously with powdered sugar, and roll to coat evenly.
Slice with a warm, dry knife into rounds about 1.5 cm / 0.6 inch thick, wiping the blade between cuts. Serve chilled.