Whisk the milk first with flour an salt and then with the eggs, sugar and the rum to form a dense mixture. Leave the mixture to rise for approximately half an hour.
Peel, core and cut the apples into about 1/2 cm thick rings. If necessary, sprinkle them with some lemon juice to prevent them from discolouring. Dip the apple rings into the mixture and deep fry until they go brown. Place the apple rings onto some kitchen towel and leave them to dry. Dust with icing sugar and serve immediately while still warm.