To make cookie dough, mix almonds, sugar, 4 egg whites and lemon peel in a double boiler over low heat.
Stir constantly 15 minutes.
Cool slightly then refrigerate until firm.
Preheat oven to 375°F (190°C).
Grease baking sheets.
Shape almond dough into a roll; cut into 24 pieces.
Make a small crescent shape from each piece; brush with egg white.
Sprinkle pine nuts or sliced almonds onto cookies; press nuts into dough so they do not fall off during baking.
Place cookies on greased baking sheets.
Bake 15 to 20 minutes or until golden.
To make glaze, combine sugar and water in a small saucepan.
Simmer over low heat 2 minutes.
Remove from heat and stir in rum.
Brush cookies with rum glaze 5 minutes before the end of baking time.
Remove cookies carefully from baking sheets with a spatula.
Cool on a rack.