Stir espresso and rum together in a shallow dish. One at a time, dunk 4 cookies into mixture and place each into the bottom of a parfait glass or small mason jar. Top with a layer of pumpkin cream. Repeat layers until all cookies and pumpkin cream have been used.
You can buy canned coconut cream at Trader Joe's. Alternatively, refrigerate a can of coconut milk overnight. The day of serving, open the can and drain off the liquid part, reserving the solids. The solids are the coconut cream you'll want to use for this recipe.
*Use whatever coconut cream is left in the can after making your pumpkin filling.