Break the butter biscuits into smallish pieces with your hands. Place in a bowl.
Place the milk and sugar into a small pan and bring to the boil, stirring from time to time. Boil for about 1 minute. When it is hot, add the diced butter. When the butter has melted, add the sugar and stir until it melts.
Take off the heat, add the cocoa and the rum aroma, and stir until the composition is homogeneous.
Add the raisins, walnuts and the Turkish delight.
Let the mixture cool down for 5-6 minutes, then pour this mixture over the biscuit pieces and stir well until all the biscuit pieces are coated with the cocoa mixture.
Let the mixture cool down for 10 minutes.
Cut two pieces of plastic wrap/cling film. Sprinkle coconut on one edge. Divide the mixture in two and place each batch on one of the cling film pieces. Form a rough sausage (as thick as you like) and wrap it carefully into the cling film to form a “salami”. Repeat with the second batch. Sprinkle coconut all over the salami and ties at the ends.
Place the rolls in the fridge until they are firm, for several hours or overnight. Slice before serving.