The ones I remember are like chocolate balls with rum. I don’t think they’re baked though which is why they can be powerful when done correctly. Yum!!
Those always come out at Christmas, and you’re right - they don’t need a holiday ;-)
Chocolate Bourbon Balls (delicious!), but you could certainly use rum in place of the bourbon:
http://www.finecooking.com/recipes/chocolate-bourbon-balls.aspx