For the cream: In a saucepan, bring some water to a boil, then reduce the heat to a simmer. Have a mixing bowl ready that will fit over the top of the pan but not sink all the way in.
Put the egg yolks in the mixing bowl off heat. Add the granulated sugar and whisk until the yolks start to turn pale. Place the mixing bowl over the saucepan with the simmering water. Scrape the seeds from the vanilla bean and add to the egg mixture. Slowly add the rum and whisk to combine. Cook over the simmering water until thick, using a rubber spatula to scrape the bowl, about 5 minutes. Cover with plastic wrap and refrigerate until cool.
For the orange liqueur raspberries: Add the raspberries, confectioners' sugar, orange liqueur and orange zest to a bowl and mix together. Let macerate for 1 hour.
To assemble: Pile the fruit into 6 individual martini glasses and top with the cream. Crush a cookie over each one and garnish with mint.