Melt the coconut oil in the microwave for about 30 sec., then stir well. If still solid microwave for another 15 sec. Stir well and set aside to cool down.
Blend powdered sugar and cacao powder.
Add the eggs and rum and mix well. If you are worried about using raw eggs, you can mix the ingredients in a double boiler/water bath.
Drizzle in the cooled down coconut oil and mix well.
Line a bread pan with cling wrap and layer some of the chocolate mix on the bottom.
Arrange one layer of cookies on top.
Repeat, layering chocolate and cookies alternatively, and finish with a chocolate layer.
Refrigerate for at least 2 hours, or overnight.
Remove from the pan, cut into slices and serve cool.