In a large bowl, stir together the flour, chocolate, salt and confectioners' sugar. Mix in butter until the mixture appears crumbly. Add rum and egg, and mix until a smooth dough forms. Wrap in plastic, and refrigerate for at least 1 hour.
Preheat the oven to 400 degrees F (200 degrees C). Grease cookie sheets.
Roll dough out into thin 6 inch long ropes. Twist two ropes together, and put the ends together to form a crown. Mix together the egg yolk and water, brush over each crown, and sprinkle with chopped pistachios.
Bake for 15 minutes in the preheated oven, or until firm. Cool cookies on wire racks.