To prepare the dough, pour the flour into a large bowl. Mix the cream, egg yolk and a pinch of salt into a jug before adding to the flour in the bowl. Combine, and knead to make a smooth dough. Cover and leave to rest in a warm place for one to two hours.
To make the filling, mix the chestnuts, sugar, poppy seeds with small doses of cinnamon and rum. Roll out the dough thinly and cut in half. Place small amounts of the chestnut filling on one half of the dough at regular intervals. Cover the dough with the other half and press down at the edges with your fingers to seal. Then roll out the doughnuts with a doughnut cutter. Heat a pan lined with a little sunflower seed oil and bake the doughnuts on both sides until golden brown.