In the microwave or in a bowl over simmering water, melt chocolate, stirring occasionally until smooth.
Process the almonds in a food processor. Transfer to a medium bowl and stir in the cream cheese, confectioners' sugar, instant coffee and rum. Blend in the melted chocolate. If dough is too soft to form balls, chill for 1 hour.
Roll dough into 1 inch balls. Roll the balls in the chocolate sprinkles. Store in a covered container in the refrigerator until serving time.