Beat yolks, egg, sour cream, rum, salt and sugar until combined well. Add in flour and start kneading. Divide dough into two balls, let rest for half hour.
Roll flat each ball of dough and slice as shown on picture (diamond /baklava slices).
Take one slice and make an incision as show on picture (in the center), repeat step for all diamond slices.
Pull one end and fold it inside as shown on picture, and somewhat bending the other end, again as shown on picture (this is just to make the cookies have some shapes, you can just slice strips and twist lightly and fry, or whichever shapes you prefer!).
Heat oil and fry dough until golden. Place fried cookies on paper towel then move them to a serving plate.
Sprinkle cookies with icing sugar.