Preheat oven to 400°F.
Place chocolate pieces in a food processor. Cover and process until ground; remove and set aside.
Add cookies to the food processor. Cover and blend until fine crumbs form.
Add melted butter; cover and pulse until combined.
Pat crumbs into the bottom and 1-inch up the sides of a 9-inch springform pan. Wrap outside of pan with a double layer of heavy foil. Place pan in a roasting pan; set aside.
In a large mixing bowl, beat cream cheese with an electric mixer until smooth. Add sweetened condensed milk and 1-teaspoon of vanilla, beat until combined.
Add eggs, one at a time, beating just until combined after each addition. Stir in ground chocolate. Spoon batter into prepared springform pan.
Set roasting pan on oven rack. Pour boiling water into roasting pan around springform pan to the depth of 1-inch.
Bake for 15-minutes.
Reduce oven temperature to 325°F. Bake for 1-hour.
Turn oven off. Let stand in oven for 1-hour.
Remove foil from pan. Loosen sides of cake from pan. Cover and chill for 2-hours. Remove sides of pan.
Place cheesecake on serving platter. Spoon pie filling over cheesecake.
For topping, in a large mixing bowl, beat whipping cream, sour cream, powdered sugar, 1/2-teaspoon vanilla and 1/4-teaspoon rum extract with an electric mixer or wire whisk until soft peaks form.
To serve, cut cheesecake into wedges and spoon topping over each serving.