1. For crust: Spray 9-inch-diameter glass pie dish with nonstick spray. Stir butter and chocolate in heavy small saucepan over low heat until melted. Finely grind cookies in processor. Add chocolate mixture. Process until crumbs are moistened. Press crumb mixture into prepared pie dish. Freeze until firm, about 30 minutes.
2. For Filling: Whisk first 4 ingredients in heavy medium saucepan to blend. Whisk in egg yolks to form thick paste. Gradually whisk in milk, then cream. Whisk over medium-high heat until mixture thickens and boils 1 minute. Remove from heat. Add chocolate and whisk until smooth. Whisk in rum and vanilla. Cool 5 minutes, whisking occasionally. Transfer filling to frozen crust. Chill until cold, at least 2 hours and up to 1 day.
3. For Topping: Beat first 3 ingredients in large bowl until firm peaks form. Spoon whipped cream into pastry bag fitted with large star tip. Pipe rosettes around edge of pie. Garnish with chocolate curls. (Can be made 4 hours ahead; chill.).