Melt the white chocolate until smooth for a total of 3 minutes in the microwave (stirring occasionally) or in a bowl over a pan of simmering water.
Whip the whipping cream until stiff.
Stir in the melted chocolate into the whipped cream.
Add the rum and the yogurt and mix until completely blended together.
Pour into small glass dishes or some fancy coffee cups.
Let cool for 3 hours at the least before serving.
Sprinkle some hot chocolate powder on top or use a peeler to get some milk or dark chocolate curls from a solid bar.