Beat the egg yolks with the sugar until well combined. Add sour cream, rum and vanilla and mix until smooth. Sift the flour, baking powder and salt and add it to egg yolk mixture, a little at a time. On a heavily floured surface knead the dough vigorously, punching and squeezing as much flour into it as it will take until the dough is no longer sticky (1/2 hour). Separate dough into several portions and roll very thin. Turn the dough and loosen often when rolling. The dough should look like parchment paper that you can see through. Cut dough into strips approximately 1-1/2 inches wide, 4 inches long. Make slit closer to one end and bring the longer end through the slit. Heat oil to 375 degrees and fry quickly (only a few seconds) until golden not brown. Turn only once. Drain on paper towels. Dust with confectioners sugar.