Beat the egg yolks well. Add the ¼ cup sugar, rum and vanilla and beat until well blended. Add gelatin which has been soaked in 1 tablespoon of cold water to the cream and heat in a double-boiler until gelatin is dissolved. Let cool. Add cream to egg mixture and beat until the mixture is well blended.
Beat the egg whites until stiff peaks form. Gently fold into the yolk mixture.
Pour into a baked pie shell. Sprinkle with a mixture of sugar and grated nutmeg.
Chill 3 hours before serving.
Break up shortening in a bowl. Pour the boiling water over it and beat until smooth.
Sift flour, baking powder and salt into it and mix well. Add up to ¼ cup more water, enough for the dough to hold together. Roll out at once on floured board and line a pie tin. Turn edge under and flute. Prick bottom and sides with fork. Bake in a preheated 475° oven 8 to 10 minutes.
(This pastry may be chilled if not to be used immediately. Roll after chilling.)