Prepare sponge cakes: beat eggs with sugar until fluffy, fold in flour (and cocoa for chocolate layer), bake at 180°C (350°F) for 15–20 minutes. Let cool and cut into cubes.
Make custard: heat milk. Whisk egg yolks, sugar, and flour, then combine with milk and cook until thick. Add vanilla and cool.
Prepare walnut syrup: simmer walnuts, water, sugar, and rum for a few minutes.
Make chocolate sauce: melt chocolate with cream and sugar until smooth.
Assemble: layer sponge cake pieces, drizzle with walnut syrup, spread custard, and repeat layers.
Chill in fridge for at least 2 hours.
Serve by scooping portions, topping with whipped cream and chocolate sauce.
