In a large mixing bowl, sift together the flour, cocoa and sugar.
Make a well and add in the eggs. Whisk with a fork until blended.
Add in the milk, rum, zest and salt and begin to knead with your hands until a supple dough forms. If the dough is dry add 1 tablespoon of milk. If the dough is too soft add a sprinkle of flour.
Wrap the dough in plastic wrap and rest for 10 minutes at room temperature.
On a floured work surface, roll the dough out as thin as possible. Using a ravioli cutter, cut out rectangles about 3 inches long and 1 1/2 inches thick.
Dab the centers of the rectangles with a bit of water and pinch down to make a bow shape.
Heat about 2 inches of oil and fry in batches until the chiacchiere are crisp, about 30 seconds to one minute. Do not overlook. Transfer to a paper towel lined plate and dust with confectioners sugar.