Soak gelatine in cold water. Mix yoghurt, egg yolk, sugar, juice and rum. Cut the passion fruit in half, remove the jelly-like pulp and seeds and stir into the cream.
Squeeze the gelatine, dissolve in a small pot at low heat and stir into the cream. Place in a cool place until the cream begins to gel. Halve 8 sponge fingers and line 4 dessert glasses with them.
Whip the cream until stiff, pour 2 tablespoons into a piping bag with star-shaped spout and chill. Fold the remaining cream into the cream and pour over the lady fingers. Put them in a cold place. Before serving, garnish with cream tuffs, remaining halved lady fingers and pistachios.