Roughly chop dates. Mix with butter and rum in the universal chopper to a creamy mixture. Stir in almonds. Pour the date cream into a piping bag with a small perforated spout and set aside.
Dice marzipan. Separate egg. Knead egg white, 60 g icing sugar, flour and marzipan with the dough hooks of the mixer to a smooth mass.
Preheat oven (electric cooker: 150 °C/circulating air: 125 °C/gas: see manufacturer). Line a baking tray with baking paper. Divide the dough into three. Form each into a strand (approx. 40 cm long; 1.5 cm Ø) on a work surface dusted with icing sugar.
Press one groove into each strand of dough with the handle of a wooden spoon. Whisk the egg yolk and cream. Spread a thin layer of the dough strands. Pour date cream into the grooves. Cut the strands of dough into pieces about 4 cm long and lay them on the baking tray.
Bake in a hot oven for about 20 minutes. Leave to cool on cake racks.